Evolutionary history and physiology mediate species responses to climate change. Tropical species that do not naturally experience high temperature variability have a narrow thermal tolerance compared to similar taxa at temperate latitudes and could therefore be most vulnerable to warming. However, the thermal adaptation of a species may also be influenced by spatial temperature variations over its geographical range. Spatial climate gradients, especially from topography, may also broaden thermal tolerance and therefore act to buffer warming impacts. Here we show that for low-seasonality environments, high spatial heterogeneity in temperature correlates significantly with greater warming tolerance in insects globally. Based on this relationship, we find that climate change projections of direct physiological impacts on insect fitness highlight the vulnerability of tropical lowland areas to future warming. Thus, in addition to seasonality, spatial heterogeneity may play a critical role in thermal adaptation and climate change impacts particularly in the tropics.