Studies illustrating climate‐induced shifts in phenology typically focus on the timing of a single lifecycle stage. In contrast, species’ responses to climate change are likely to be complex and constrained by interactions and tradeoffs across the lifecycle. We characterized the thermal sensitivity of egg, larval and pupal stages of a native Australian butterfly and then integrated these responses to predict sensitivity of emergence time, survival, and feeding performance on oviposition date and climate. Thermal physiology varied among lifecycle stages and between sexes, with the development rate of eggs, first instar larvae, and pupae being the most sensitive to temperature. As lifecycle stages have different thermal physiologies, the environment experienced by a given stage depends in a complex way on the experience of previous stages. Our simulations indicate that oviposition date strongly influences time spent in each lifecycle‐stage, as well as performance. Under a high emissions climate warming scenario (CSIRO Mk 3.5 climate model, high emissions SRES marker scenario A1F1, and a moderate rate of global warming), we predict development times to decrease by 38 days by 2070. Our analysis illustrates how differences in thermal physiology across the lifecycle may result in non‐additive effects on phenology which, in turn, may constrain species’ responses to global warming. These results highlight the need to view shifts in phenology in the context of an organism's entire lifecycle.