Developmental plasticity can match offspring phenotypes to environmental conditions experienced by parents. Such epigenetic modifications are advantageous when parental conditions anticipate offspring environments. Here we show firstly, that developmental plasticity manifests differently in males and females. Secondly, that under stable conditions, phenotypic responses (metabolism and locomotion) accumulate across several generations. Metabolic scope in males was greater at warmer test temperatures (26–36 °C) in offspring bred at warm temperatures (29–30 °C) compared to those bred at cooler temperatures (22–23 °C), lending support to the predictive adaptive hypothesis. However, this transgenerational matching was not established until the second (F2) generation. For other responses, e.g. swimming performance in females, phenotypes of offspring bred in different thermal environments were different in the first (F1) generation, but became more similar across three generations, implying canalization. Thirdly, when environments changed across generations, the grandparental environment affected offspring phenotypes. In females, the mode of the swimming thermal performance curve shifted to coincide with the grandparental rather than the parental or offspring developmental environments, and this lag in response may represent a cost of plasticity. These findings show that the effects of developmental plasticity differ between traits, and may be modulated by the different life histories of males and females.