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Understanding the factors affecting thermal tolerance is crucial for predicting the impact climate change will have on ectotherms. However, the role developmental plasticity plays in allowing populations to cope with thermal extremes is poorly understood. Here, we meta‐analyse how thermal tolerance is initially and persistently impacted by early (embryonic and juvenile) thermal environments by using data from 150 experimental studies on 138 ectothermic species. Thermal tolerance only increased by 0.13°C per 1°C change in developmental temperature and substantial variation in plasticity (~36%) was the result of shared evolutionary history and species ecology. Aquatic ectotherms were more than three times as plastic as terrestrial ectotherms. Notably, embryos expressed weaker but more heterogenous plasticity than older life stages, with numerous responses appearing as non‐adaptive. While developmental temperatures did not have persistent effects on thermal tolerance overall, persistent effects were vastly under‐studied, and their direction and magnitude varied with ontogeny. Embryonic stages may represent a critical window of vulnerability to changing environments and we urge researchers to consider early life stages when assessing the climate vulnerability of ectotherms. Overall, our synthesis suggests that developmental changes in thermal tolerance rarely reach levels of perfect compensation and may provide limited benefit in changing environments. [ABSTRACT FROM AUTHOR]