Although genetic and plastic responses are sometimes considered as unrelated processes, their phenotypic effects may often align because genetic adaptation is expected to mirror phenotypic plasticity if adaptive, but run counter to it when maladaptive. The magnitude and direction of this alignment has further consequences for both the tempo and mode of adaptation. To better understand the interplay between phenotypic plasticity and genetic change in mediating adaptive phenotypic variation to climate variability, we here quantified genetic latitudinal variation and thermal plasticity in wing loading and wing shape in two closely related and widespread sepsid flies. Common garden rearing of 16 geographical populations reared across multiple temperatures revealed that wing loading decreases with latitude in both species. This pattern could be driven by selection for increased dispersal capacity in the cold. However, although allometry, sexual dimorphism, thermal plasticity and latitudinal differentiation in wing shape all show similar patterns in the two species, the relationship between the plastic and genetic response differed between them. While latitudinal differentiation (south to north) mirrored thermal plasticity (hot to cold) in Sepsis punctum, there was no relationship in Sepsis fulgens. While this suggests that thermal plasticity may have helped to mediate local adaptation in S. punctum, it also demonstrates that genetic wing shape differentiation and its relation to thermal plasticity may be complex and idiosyncratic, even among ecologically similar and closely related species. Hence, genetic responses can, but do not necessarily, align with phenotypic plasticity induced by changing environmental selection pressures.