Artificial selection is a powerful approach to unravel constraints on genetic adaptation. While it has been frequently used to reveal genetic trade-offs among different fitness-related traits, only a few studies have targeted genetic correlations across developmental stages. Here we test whether selection on increased cold tolerance in the adult stage increases cold resistance throughout ontogeny in the butterfly Bicyclus anynana. We used lines selected for decreased chill-coma recovery time and according controls, which had originally been set up from three levels of inbreeding (outbred control, one or two full-sib matings). Four generations after having terminated selection, a significant response to selection was found in one day-old butterflies (the age at which selection took place). Older adults showed a very similar though weaker response. Nevertheless, cold resistance did not increase in either egg, larval or pupal stage in the selection lines, but was even lower compared to control lines for eggs and young larvae. These findings suggest a cost of increased adult cold tolerance, presumably reducing resource availability for offspring provisioning and thereby stress tolerance during development, which may substantially affect evolutionary trajectories.