Climate adaptation in insects can proceed via responses in life history traits and their thermal plasticity, and through phenological shifts mediated by responses to photoperiodic cues ("photoperiodism"). While, experimental studies demonstrate evolutionary potential for both modes of adaptation, it remains unclear how evolution will unfold in natural populations, limiting our ability to predict how insects will respond to climate change. Here we review the literature and perform an analysis of published studies revealing that photoperiodism for diapause induction evolves predictably along latitude, with high-latitude populations entering diapause earlier. In contrast, although a few species showed clinal variation in life history and thermal plasticity, the direction of these clines were not consistent across taxa. This suggests that while insect life history and physiological adaptation to temperature can evolve, phenological shifts via evolution of photoperiodism is likely to be a more common and predictable response to future climate change.