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Understanding the plant–pest interaction under warming with grazing conditions is critical to predict the response of alpine meadow to future climate change. We investigated the effects of experimental warming and grazing on the interaction between plants and the grassland caterpillar Gynaephora menyuanensis in an alpine meadow on the Tibetan Plateau in 2010 and 2011. Our results showed that grazing significantly increased nitrogen concentration in graminoids and sward openness with a lower sward height, sward coverage, and plant litter mass in the community. Grazing significantly increased G. menyuanensis body size and potential fecundity in 2010. The increases in female body size were about twofold greater than in males. In addition, grazing significantly increased G. menyuanensis density and its negative effects on aboveground biomass and graminoid coverage in 2011. We found that G. menyuanensis body size was significantly positively correlated with nitrogen concentration in graminoids but negatively correlated with plant litter mass. Even though warming did not significantly increased G. menyuanensis performance and the negative effects of G. menyuanensis on alpine meadow, the increases in G. menyuanensis growth rate and its negative effect on aboveground biomass under the warming with grazing treatment were significantly higher than those under the no warming with grazing treatment. The positive effects of grazing on G. menyuanensis performance and its damage were exacerbated by the warming treatment. Our results suggest that the fitness of G. menyuanensis would increase under future warming with grazing conditions, thereby posing a greater risk to alpine meadow and livestock production.