Increasing heat stress caused by anthropogenic climate change may pose a substantial challenge to biodiversity due to associated detrimental effects on survival and reproduction. Therefore, heat tolerance has recently received substantial attention, but its variation throughout ontogeny and effects carried over from one developmental stage to another remained largely neglected. To explore to what extent stress experienced early in life affects later life stages, we here investigate effects of heat stress experienced in the egg stage throughout ontogeny in the tropical butterfly Bicyclus anynana. We found that detrimental effects of heat stress in the egg stage were detectable in hatchlings, larvae and even resulting adults, as evidenced by decreased survival, growth, and body mass. This study shows that even in holometabalous insects with discrete life stages effects of stress experienced early in life are carried over to later stages, substantially reducing subsequent fitness. We argue that such effects need to be considered when trying to forecast species responses to climate change.