While transgenerational plasticity may buffer ectotherms to warming and pesticides separately, it remains unknown how combined exposure to warming and pesticides in the parental generation shapes the vulnerability to these stressors in the offspring. We studied the transgenerational effects of single and combined exposure to warming (4°C increase) and the pesticide chlorpyrifos on life‐history traits of the vector mosquito Culex pipiens. Parental exposure to a single stressor, either warming or the pesticide, had negative effects on the offspring: parental exposure to both warming and the pesticide resulted in an overall lower offspring survival, and a delayed offspring metamorphosis. Parental exposure to a single stressor did, however, not alter the vulnerability of the offspring to the same stressor in terms of survival. Parental pesticide exposure resulted in larger offspring when the offspring experienced the same stressor as the parents. Within both the parental and offspring generations, warming made the pesticide more toxic in terms of survival. Yet, this synergism disappeared in the offspring of parents exposed to both stressors simultaneously because in this condition, the pesticide was already more lethal at the lower temperature. Our results indicate that transgenerational effects will not increase the ability of this vector species to deal with pesticides in a warming world. Bifactorial transgenerational experiments are crucial to understand the combined impact of warming and pesticides across generations, hence to assess the efficacy of vector control in a warming world.