Many animals show altitudinal clines in size, shape and body colour. Increases in body size and reduction in the length of body appendices in colder habitats are usually attributed to improved heat conservation at lower surface-to-volume ratios (known as Bergmann's and Allen's rule, respectively). However, the patterns are more variable and sometimes reversed in small ectotherms that are affected by shortened growing seasons. Altitude can also affect colouration. The thermal melanism hypothesis predicts darker colours under cooler conditions because of a thermoregulatory advantage. Darker colours may also be favoured at high altitudes for reasons of UV protection or habitat-dependent crypsis. We studied altitudinal variation in morphology and colour in the colour-polymorphic meadow grasshopper Pseudochorthippus parallelus based on 563 individuals from 17 populations sampled between 450 and 2,500 m asl. Pronotum length did not change with altitude, while postfemur length decreased significantly in both sexes. Tegmen (forewing) length decreased in males, but not in females. The results indicate that while body size, as best quantified by pronotum length, was remarkably constant, extended appendices were reduced at high altitudes. The pattern thus follows Allen's rule, but neither Bergmann's nor converse Bergmann's rule. These results indicate that inference of converse Bergmann's rule based on measurements from appendices should be treated with some caution. Colour morph ratios showed significant changes in both sexes from lowland populations dominated by green individuals to high-altitude populations dominated by brown ones. The increase of brown morphs was particularly steep between 1,500 and 2,000 m asl. The results suggest shared control of colour in males and females and local adaptation along the altitudinal gradient following the predictions of the thermal melanism hypothesis. Interestingly, both patterns, the reduction of body appendices and the higher frequency of brown individuals, may be explained by a need for efficient thermoregulation under high-altitude conditions.