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Simple Summary: Individual insects can experience different temperatures across their lives. In consequence, development of immature stages can take place at temperatures contrasting with those that the adult will encounter. In order to study the adaptation of organisms to warm environments, it is interesting to establish the links between developmental temperature and responses of the adult generation, in terms of physiology, morphology, and behavior. We exposed the parasitoid Aphidius colemani to three temperatures during larval development (10, 20, or 28 °C). We then measured the responses of adult parasitoids regarding their traits (physiology, morphology) and their tolerance to high temperatures. Mass, lipid reserves, survival, and heat tolerance of adults were affected by the rearing temperature regime. This means that, overall, developmental temperatures may affect how insects respond to a given temperature once they are adults, which may consequently influence the ability of parasitoids to control their aphid hosts. These results are important in the context of biological control in hot environments, such as the Maghreb, where this species of parasitoid is used in mass release techniques to control aphids in various crops. Developmental temperature plays important roles in the expression of insect traits through thermal developmental plasticity. We exposed the aphid parasitoid Aphidius colemani to different temperature regimes (10, 20, or 28 °C) throughout larval development and studied the expression of morphological and physiological traits indicator of fitness and heat tolerance in the adult. We showed that the mass decreased and the surface to volume ratio of parasitoids increased with the development temperature. Water content was not affected by rearing temperature, but parasitoids accumulated more lipids when reared at 20 °C. Egg content was not affected by developmental temperature, but adult survival was better for parasitoids reared at 20 °C. Finally, parasitoids developed at 20 °C showed the highest heat stupor threshold, whereas parasitoids developed at 28 °C showed the highest heat coma threshold (better heat tolerance CTmax1 and CTmax2, respectively), therefore only partly supporting the beneficial acclimation hypothesis. From a fundamental point of view, our study highlights the role of thermal plasticity (adaptive or not) on the expression of different life history traits in insects and the possible correlations that exist between these traits. From an applied perspective, these results are important in the context of biological control through mass release techniques of parasitoids in hot environments. [ABSTRACT FROM AUTHOR]