Understanding links between thermal performance and environmental variation is necessary to predict organismal responses to climate change, and remains an ongoing challenge for ectotherms with complex life cycles. Distinct life stages can differ in thermal sensitivity, experience different environmental conditions as development unfolds, and, because stages are by nature interdependent, environmental effects can carry over from one stage to affect performance at others. Thermal performance may therefore respond to carryover effects of prior thermal environments, yet detailed insights into the nature, strength, and direction of those responses are still lacking. Here, in an aquatic ectotherm whose early planktonic stages (gametes, embryos, and larvae) govern adult abundances and dynamics, we explore the effects of prior thermal environments at fertilization and embryogenesis on thermal performance curves at the end of planktonic development. We factorially manipulate temperatures at fertilization and embryogenesis, then, for each combination of prior temperatures, measure thermal performance curves for survival of planktonic development (end of the larval stage) throughout the performance range. By combining generalized linear mixed modeling with parametric bootstrapping, we formally estimate and compare curve descriptors (thermal optima, limits, and breadth) among prior environments, and reveal carryover effects of temperature at embryogenesis, but not fertilization, on thermal optima at completion of development. Specifically, thermal optima shifted to track temperature during embryogenesis, while thermal limits and breadth remained unchanged. Our results argue that key aspects of thermal performance are shaped by prior thermal environment in early life, warranting further investigation of the possible mechanisms underpinning that response, and closer consideration of thermal carryover effects when predicting organismal responses to climate change.