Maternal temperature is known to affect many aspects of offspring phenotype, but its effect on offspring physiological thermal tolerance has received less attention, despite the importance of physiological traits in defining organismal ability to cope with temperature changes. To fill this gap, we used the marine polychaete Ophryotrocha labronica to investigate the influence of maternal temperature on offspring upper and lower thermal tolerance limits, and assess whether maternal influence changed according to the stage of offspring pre-zygotic development at which a thermal cue was provided. Measurements were taken on adult offspring acclimated to 18 or 30°C, produced by mothers previously reared at 24°C and then exposed to 18 or 30°C at an early and late stage of oogenesis. When the shift from 24°C was provided early during oogenesis, mothers produced offspring with greater cold and heat tolerance whenever mother-offspring temperatures did not match, with respect to when they matched, suggesting the presence of an anticipatory maternal effect triggered by the thermal variation. Conversely, when the cue was provided later during oogenesis, more tolerant offspring were observed when temperatures persisted across generations. In this case, maternal exposure to 18 or 30°C may have benefited offspring performance, while limitations in the transmission of the thermal cue may account for the lack of correlation between maternal experiences and offspring performance when mother-offspring environments did not match. Our results provided evidence for a trans-generational effect of temperature on physiological performance characterised by a high context dependency, and are discussed in the light of maternal pre-reproductive experiences.