Influences of climate on life history traits in natural populations are well documented. However, the implications of between-individual variation in phenotypic plasticity underlying observed trait–environment relationships are rarely considered due to the large, long-term datasets required for such analysis. Studies typically present correlations of annual trait means with climate or assume that individual phenotypic responses are constant. Here, we examine this additional level of variation and show that, in a red deer population on the Isle of Rum, Scotland, changes in climate generate changes in phenotype only amongst individuals who have experienced favourable ecological conditions. Examination of relationships between offspring birth weight and spring temperature within the lifetimes of individual females revealed that the tendency to respond to climate declined as the population density experienced early in life increased. The presence of such systematic variation in individual plasticity is rarely documented in the wild, and has important implications for our understanding of the environmental dependencies of traits under varying ecological conditions.