Within-species diversity is often driven by changing selective regimes along environmental gradients. Here, we provide a direct test of the environmental factors underlying phenotypic diversity across the wide native distribution of eastern mosquitofish (Gambusia holbrooki). We investigated life-history and body-shape divergence (including multiple measures of body size) across more than 14 degrees of latitude in North America, and used Akaike’s information criterion-based model selection to determine the relative contributions of thermal regime, population densities and habitat productivity as potential drivers of latitudinal phenotypic variation. We found thermal regime to be the most important driver of large-scale latitudinal phenotypic patterns: populations in colder climates with greater seasonality and range in temperature exhibited larger body size, larger reproductive investment coupled with smaller offspring size, and shallower bodies with a smaller head and more anterodorsally positioned pectoral fins. Nonetheless, population density and habitat productivity also influenced trait divergence, but independent of latitudinal patterns, and some variation in body shape was due to apparent covariation with life histories. Our study confirms thermal regime as an important driver of latitudinal phenotypic differentiation even in ectotherms, but also uncovers multiple additional factors that shape phenotypic diversity, emphasizing the importance of the multivariate approach we employed here.