The thermal relations between ectotherms and their environments determine body temperature, which is, in turn, a fundamental driver of physiology, life history, and ecology. Measuring responses of ectotherms to spatial and temporal variation in temperature is therefore a key goal of thermal ecology. Most studies predict biological impacts of changing temperatures based on macroclimates but most organisms live in microhabitats with microclimates strikingly decoupled from distantly-measured macroclimates. Here I’ll discuss our recent work measuring climates at the insect scale, estimating the importance of body size and boundary layers in altering microclimates, and determining over what temporal scales variation in temperature likely affects insect physiology and ecology. Finally, I’ll discuss how microclimates can be viewed as extended phenotypes that may buffer or amplify climate change.