Temperature is a main driver of the ecology and evolution of ectotherms. In particular, the ability to move at sub-lethal low temperatures can be described through three thermal tolerance indices—critical thermal minimum (CTmin), chill coma temperature (CCT), and activity recovery (AR). Although these indices have proven relevant for inter-specific comparisons, little is known about their intraspecific variability as well as possible genetic correlations between them. We thus investigated these two topics (intraspecific variability and genetic correlations between thermal tolerance indices) using the minute wasp, Trichogramma cacoeciae. Strains from T. cacoeciae were sampled across three geographic regions in France—two bioclimatic zones along a sharp altitudinal cline in a Mediterranean context (meso-Mediterranean at low elevations and supra-Mediterranean at higher elevations) and a more northwestern area characterized by continental or mountainous climates. Our results evidenced a significant effect of both the longitude and the severity of the cold during winter months on CCT. Results were however counter-intuitive since the strains from the two bioclimatic zones characterized by more severe winters (northwestern area and supra-Mediterranean) exhibited opposite patterns. In addition, a strong positive correlation was observed between CCT and CTmin. Neither strain differentiation nor the covariations between traits seem to be linked with the molecular diversity observed on the part of the mitochondrial marker COI.