In recent years, ectotherm species have largely been impacted by extreme climate events, essentially heatwaves. In Tunisia, the pine processionary moth (PPM), Thaumetopoea pityocampa, is a highly damaging pine defoliator, which typically lays eggs in summer. Its geographical range is expanding northwards in Europe while retracting from South Tunisia where summer temperatures can reach extremely high values. In this study, we aimed at exploring the effects of climate change on this species at its southern range edge. We investigated variations of fecundity and causes of egg mortality over time using historical and contemporary collections of egg masses from different Tunisian sites to seek relationships with regional climate change over three decades (1990-2019). Our results suggest negative effects of summer heat on egg survival, reflected in a decrease of hatching rate down to 0% in one site during a heatwave. Such a high hatching failure was found to result from both high egg sterility (our results did not allow distinguishing impeded mating success from failed egg maturation or early death of the embryo) and increased abortion of more developed embryos, but little effects of parasitism rate, thereby suggesting vulnerability to heat during embryonic development. We also observed decreasing female fecundity (i.e., number of eggs laid per female) in regions where data were available both in the 1990s and the 2010s, which was associated with a decrease in parasitism rate, while the climatic variability increased. This study investigated direct hatching failure in nature that may be related to the magnitude of warming in summer. Previous studies have confirmed the thermal sensitivity of early instars of the PPM to temperatures observed in the present work, including one population from South Tunisia. However, further work is required to evaluate the relative importance of warming summers among populations because the risk of heat stress depends on the phenology of sensitive instars, and populations from the warmest areas may not necessarily be the most vulnerable to climate change if they already evolved phenological heat avoidance. In addition to heat-induced mortality, the ultimate fitness of individuals that survive challenging heat stresses during early developmental stages should also be explored to determine potential carry-over effects on subsequent life stages.