Bactrocera tau (Walker) (Diptera: Tephritidae) is a serious, economically important invasive pest that has spread and been established in many regions worldwide. Temperature is a crucial abiotic factor governing insect activity, fitness, and geographical distribution. Yet, surprisingly, the tolerance of B. tau to extreme cold and heat stress remains unclear. Here, we measured the supercooling point (SCP) of different life stages of B. tau. Further, several life stages of B. tau (egg, 1st, 2nd, and 3rd instar larvae, 1-day-old pupae, and 3-day-old adult) were subjected to six low temperatures (−9, −7, −5, −3, −1, and 0 °C) and six high temperatures (39, 40, 41, 42, 43, and 44 °C) for various durations (0.5, 1.0, 2.0, and 4.0 h), and three-way survival–time–temperature relationships were investigated. We found that the SCPs differed significantly among different life stages of B. tau, being the lowest for SCP of eggs, at −25.82 ± 0.51 °C. There was no significant effect of sex on the mean SCPs of B. tau adults, except for 45- to 50-day-old flies. In addition, an interaction effect was uncovered between tested temperatures and exposure duration upon B. tau mortality at different life stages. Eggs exhibited the strongest cold tolerance, yet the weakest heat tolerance. The 3rd instar larvae were the most heat- and cold tolerant among larval stages, followed by the 2nd and 1st instar larvae. The upper limit of the chill injury zone (ULCIZ) for 3-day-old adult and 1-day-old pupae was −2.51 °C and −2.50 °C, respectively, while their corresponding lower limit of thermal injury zone (LLTIZ) was 39.39 °C and 38.29 °C. This paper presents valuable data to provide an integrated knowledge for understanding the cold and heat tolerance potential of B. tau and ensure the proper implementation of post-harvest phytosanitary protocols for this pest’s disinfestation.