The thermal tolerance of a terrestrial insect species can vary as a result of differences in population origin, developmental stage, age, and sex, as well as via phenotypic plasticity induced in response to changes in the abiotic environment. Here, we studied the effects of both starvation and mild cold and heat shocks on the thermal tolerance of the red flour beetle, Tribolium castaneum. Starvation led to impaired cold tolerance, measured as chill coma recovery time, and this effect, which was stronger in males than females, persisted for longer than 2 days but less than 7 days. Heat tolerance, measured as heat knockdown time, was not affected by starvation. Our results highlight the difficulty faced by insects when encountering multiple stressors simultaneously and indicate physiological trade-offs. Both mild cold and heat shocks led to improved heat tolerance in both sexes. It could be that both mild shocks lead to the expression of heat shock proteins, enhancing heat tolerance in the short run. Cold tolerance was not affected by previous mild cold shock, suggesting that such a cold shock, as a single event, causes little stress and hence elicits only weak physiological reaction. However, previous mild heat stress led to improved cold tolerance but only in males. Our results point to both hardening and cross-tolerance between cold and heat shocks.