The Colorado potato beetle (Leptinotarsa decemlineata (Say)) is an agricultural pest that threatens the potato industry worldwide. This insect is widely regarded as one of the most difficult-to-control pests, as it can thrive in a wide range of temperature conditions and routinely develops resistance towards various insecticides. The molecular changes associated with response to these challenges have not been fully investigated in L. decemlineata. While differential expression and characterization of heat shock proteins (HSPs) in response to stress have been conducted in several insects, data regarding HSPs in L. decemlineata are limited. The overarching objective of this study consisted of evaluating the expression of various HSPs in L. decemlineata exposed to different temperatures or treated with the insecticides imidacloprid and chlorantraniliprole. Expression levels of HSP60, HSP70, HSP90, and HSP Beta-1 were evaluated by qRT-PCR and insect mortality was assessed using dsRNAs aimed at select HSP targets. Elevated HSP70 and HSP90 transcript levels were observed in heat-exposed L. decemlineata while downregulation of HSP70 transcript levels was measured in insects submitted to cold conditions. Chlorantraniliprole exposure was associated with reduced HSP Beta-1 transcript levels while no change in expression was monitored in insects exposed to imidacloprid. RNAi-based knockdown of HSP60 levels correlated with significant insect mortality 14 days after dsRNA injection. These results highlight the modulation of HSPs that occur in L. decemlineata exposed to fluctuating temperatures and position HSPs as interesting candidates in the identification of novel molecular leads that could be targeted to control this insect.