Many animal populations are facing threat of extinction due to the increased frequency and intensity of extreme climate events. Evolutionary responses relying on random genetic mutations may not happen fast enough to rescue these populations, and developmental plasticity could instead facilitate adaptive responses to a rapidly changing climate. In this talk, I will first present an overview of the concept of sensitive periods in development and how this can be applied to understanding ectothermic responses to climate change. I will then give examples of studies from my group to highlight how we have tested the extent to which plasticity in insect thermal tolerance can help with future extreme temperature events both through comparative studies and detailed experiments in unusual insects which get pregnant. Specifically, I will describe how heatwaves affect reproduction in an important disease vector, the tsetse fly, and the implications for understanding the spread of vector-borne disease. More broadly, I will discuss what insights we can gain from studying these insects to considering the long-term effects of prenatal stress in other organisms, including humans.