Plastic responses figure prominently in discussions on insect adaptation to climate change. Here we review the different types of plastic responses and whether they contribute much to adaptation. Under climate change, plastic responses involving diapause are often critical for population persistence, but key diapause responses under dry and hot conditions remain poorly understood. Climate variability can impose large fitness costs on insects showing diapause and other life cycle responses, threatening population persistence. In response to stressful climatic conditions, insects also undergo ontogenetic changes including hardening and acclimation. Environmental conditions experienced across developmental stages or by prior generations can influence hardening and acclimation, although evidence for the latter remains weak. Costs and constraints influence patterns of plasticity across insect clades, but they are poorly understood within field contexts. Plastic responses and their evolution should be considered when predicting vulnerability to climate change—but meaningful empirical data lag behind theory.