In widespread and genetically-structured populations, temperature variation may lead to among-population differentiation of thermal biology. The New Zealand stick insect genus Micrarchus contains four species that inhabit different thermal environments, two of which are geographically widespread. RNA-Seq and quantitative PCR were used to investigate the transcriptional responses to cold-shock among lowland and alpine species to identify cold-responsive transcripts that differ between the species, and to determine if there is intraspecific geographic variation in gene expression. We also used mitochondrial DNA, nuclear 28S ribosomal DNA and transcriptome-wide SNPs to determine phylogeographic structure and the potential for differences in genetic backgrounds to contribute to variation in gene expression. RNA-Seq identified 2,160 unigenes that were differentially expressed as a result of low temperature exposure across three populations from two species (M. hystriculeus and M. nov. sp. 2), with a majority (68% ± 20%) being population-specific. This extensive geographic variation is consistent across years and is likely a result of background genetic differences among populations caused by genetic drift and possibly local adaptation. Responses to cold-shock shared among alpine M. nov. sp. 2 populations included the enrichment of cuticular structure-associated transcripts, suggesting that cuticle modification may have accompanied colonisation of low-temperature alpine environments and the development of a more cold-hardy phenotype.