Changes to ambient temperatures under climate change may detrimentally impact small ectotherms that rely on their environment for thermoregulation, however there is currently a limited understanding of larval thermoregulation. In this study we investigate the thermoregulatory capacity (buffering ability) of 14 species of day-flying Lepidoptera, whether this is influenced by body length or gregariousness, differs between adult and larval life stages, and what mechanisms are used; microclimate selection or behavioural thermoregulation. We found that Lepidoptera larvae differ in their buffering ability between species and body lengths. Gregariousness did not influence species buffering abilities. Larvae are worse at buffering air temperature than adults, and rely on different thermoregulatory mechanisms; adults rely on behavioural thermoregulation, and larvae rely on microclimate selection. This implies that larvae are dependent on the area around their foodplant for effective thermoregulation. These findings have implications for the management of land and species.