Anthropogenic climate change is rapidly altering ecosystems, driving range shifts, range contractions, dwindling population sizes and local extinctions in many species. Some species, however, are expanding their ranges and seem to benefit from warming temperatures. This is the case for the wasp spider, Argiope bruennichi, which has undergone a range expansion from its historic range in the Mediterranean (“core”), now reaching as far as the Baltic states and Scandinavia (“edge”). The rate of this range expansion cannot be attributed to climate change alone, and it has been hypothesized that adaptive introgression lent the genetic variation upon which selection could act, enabling the rapid range expansion. In the present study, we first quantify the degree of local adaptation and phenotypic plasticity in cold tolerance in edge relative to core populations, and secondly investigate genomic and phenotypic turnover across the proposed introgression zone. With a reciprocal transplant common garden experiment, we provide strong support for the hypothesis that edge populations are locally adapted to colder winter conditions. We also find evidence of seasonal plasticity in the core populations, while edge populations have lost this plasticity. Our genome-wide analysis, using a combination of FST outlier and genetic-environment association tests, supports the hypothesis that adaptive introgression played a role in environmental adaptation.