Insects thermoregulate using both canalized and plastic mechanisms. Populations of insects utilize these mechanisms to different extents, and while it is posited that the degree of thermal fluctuation a population experiences can determine the optimal combination of mechanisms to utilize, this is still being elucidated. We used three populations of the generalist grasshopper, Melanoplus differentialis (Thomas, 1856), from sites experiencing different degrees of thermal heterogeneity to test for correlations between thermal heterogeneity and 1) behavioral thermoregulation, 2) upper temperature tolerance, 3) the ability to thermally acclimate, and 4) gene expression. We found that 1) behavioral thermoregulation did not differ among sites, 2) CTMax of males, but not females, was higher at more thermally heterogeneous sites, 3) there was acclimation in some of the tested traits, but thermally heterogeneous sites did not always have the most plastic individuals, and 4) there were differences in gene expression among sites, but these differences were not between the most and least thermally heterogeneous sites. We concluded that thermal heterogeneity may play a selective role in some, but not all, of the measured thermoregulatory traits and their plasticity.