Animals face strong environmental variability even on short time scales particularly in shallow coastal habitats, forcing them to permanently adjust their metabolism. Respiration rates of aquatic ectotherms are directly influenced by water temperature, whereas ingestion rates might additionally be influenced by behavior. We aim to understand how respiration and ingestion rates of an aquatic invertebrate respond to changing temperature during a diurnal thermal fluctuation cycle and how both processes are related. We studied the benthopelagic mysid Neomysis integer as an important food web component of coastal ecosystems. Mysids were collected at the southern Baltic Sea coast and exposed in the laboratory to either constant temperature of 15°C or daily temperature fluctuation of 15 ± 5°C. Short‐term (1–2 h) respiration and ingestion rates were measured at four equidistant time points within 24 h and did not differ among time points at constant temperature, but differed among time points in the fluctuating treatment. Respiration was highest at the thermal maximum and lowest at the thermal minimum. Ingestion rates showed the opposite pattern under fluctuation, likely due to differences in underlying thermal performance curves. When temperature transited the average, the direction of temperature change influenced the animals' response in respiration and ingestion rates differently. Our results suggest that respiration is not only instantaneously affected by temperature, but also influenced by the previously experienced direction of thermal change. Our experiment, using an important non‐model organism, delivered new insights on the relationship between the crucial organismal processes ingestion and respiration under thermal variability.