The body size of aquatic invertebrates is, to a great extent, dependent on ambient temperature, but size distributions are also determined by other factors like food supply and predation. The effect of temperature on organisms is formulated in the temperature–size hypothesis, which predicts a smaller body size with increasing temperature. In this study, the effect of temperature on the subfossil remains of three littoral Cladocera (Alona affnis, A. quadrangularis, and Chydorus cf. sphaericus) was investigated. Exoskeletal remains of these species can be found in large numbers in lacustrine sediments and over a wide north–south range in Europe. The total length of both headshield and postabdomen for A. affinis and A. quadrangularis and carapace length for C. cf. sphaericus were measured to observe their response to changes in latitude and temperature. A different response to ambient temperature in the growth of body parts was observed. The size of the headshields of both Alona species and of the carapace of Chydorus was significantly larger in colder regions as opposed to warm ones. It turned out that the postabdomen was not a good predictor of ambient temperature. While the sizes of all remains increased with latitude, the sizes of the Alona remains was smaller in the mountain lakes of the Southern Carpathians than in other cold lakes, in this case in Finland, a fact indicative of the importance of other factors on size distribution. This study demonstrates that a morphological response to climate is present in littoral cladocerans, and, therefore, changes in the length of headshield and carapace may be used as a proxy for climate changes in paleolimnological records.