1. Both juvenile (Ej) and adult (Ea) environment can alter developmental trajectories, independently or interactively (as environment by environment interaction; Ej×Ea), to shape behaviour in later life. However, within a population, the developmental response of behaviours to environments can vary among genotypes (G×E×E, multidimensional behavioural plasticity). 2. Here we use a full-sibling, split-brood experimental design and random regression model to study genetic variation in behavioural plasticity across juvenile/adult density conditions in four behavioural traits of male water striders Tenagogerris euphrosyne: exploration, dispersal, same-sex sexual behaviour and remounting attempts. 3. Our results showed that both juvenile and adult density affected the expression of behaviours, and that there was modest level of genetic variation in all behaviour traits. In contrast, there was little genetic variation in behavioural plasticity across density conditions at different life stages (G×Ej, G×Ea or G×Ej×Ea) observed in all traits other than same-sex sexual behaviour. 4. We suggest that experiences at different life stages can interact to affect behavioural expression, but the magnitude of G×Ej, G×Ea or G×Ej×Ea interactions depends on the specific traits. 5. Lack of genetic variation in multidimensional behavioural plasticity may be due to strong selection across environments, high prevalence of environmental heterogeneity and/or modest genetic variance. 6. Our results highlight the complex ways in which plasticity shapes the behaviours and life-histories of organisms.