Aim: Climate change is currently altering the geographical distribution of species, but how this process contributes to biogeographical variation in ecological traits is unknown. Range-shifting species are predicted to encounter and respond to new selective regimes during their expansion phase, but also carry historical adaptations to their ancestral range. We sought to identify how historical and novel components of the environment interact to shape latitudinal trends in thermal tolerance, thermal tolerance breadth and phenotypic plasticity of a range-shifting species. Location: Southern and central Sweden. Methods: To evaluate phenotypic responses to changes in the thermal selective environment, we experimentally determined the upper and lower thermal tolerances of > 2000 wild-caught damselflies (Ischnura elegans) from populations distributed across core and expanding range-edge regions. We then identified changing correlations between thermal tolerance, climate and recent weather events across the range expansion. Niche modelling was employed to evaluate the relative contributions of varying climatic selective regimes to overall habitat suitability for the species in core versus range-edge regions. Results: Upper thermal tolerance exhibited local adaptation to climate in the core region, but showed evidence of having been released from thermal selection during the current range expansion. In contrast, chill coma recovery exhibited local adaptation across the core region and range expansion, corresponding to increased climatic variability at higher latitudes. Adaptive plasticity of lower thermal tolerances (acclimation ability) increased towards the northern, expanding range edge. Main conclusions: Our results suggest micro-evolutionary mechanisms for several large-scale and general biogeographical patterns, including spatially and latitudinally invariant heat tolerances (Brett's rule) and increased thermal acclimation rates and niche breadths at higher latitudes. Population-level processes unique to climate-mediated range expansions may commonly underpin many broader, macro-physiological trends.