Although the evolution of insecticide resistance has received a lot of attention, less is known about sublethal effects of insecticide stress experienced by the preceding generations on the performance of pest populations. We investigated whether three generations of parental exposure to a deltamethrin insecticide influences physiological traits and overwintering success of offspring in Leptinotarsa decemlineata (Say) (Coleoptera: Chrysomelidae). Beetles descending from insecticide‐exposed parents had lower adult body mass but higher relative lipid content and resting metabolic rate than those descending from non‐insecticide‐exposed parents. Also, a higher proportion of beetles descending from insecticide‐exposed parents than from control parents overwintered on the soil surface, which was associated with very low overwintering survival. When burrowed into the soil for overwintering, both groups had similar probability to survive the overwintering period. Parental insecticide exposure can reduce overall overwintering survival in the next generation by disturbing overwintering behaviour. Although beetles descending from insecticide‐exposed parents were small, the overwintering conditions seem to select for high lipid content, which could override the negative effects of small weight, and possibly improve fitness in the following growing season. Thus, insecticide application may have unintended consequences, which should be considered in pest management.