The greater latitudinal extents of occurrence of species towards higher latitudes has been attributed to the broadening of physiological tolerances with latitude as a result of increases in climatic variation. While there is some support for such patterns in climate, the physiological tolerances of species across large latitudinal gradients have seldom been assessed. Here we report findings for insects based on published upper and lower lethal temperature data. The upper thermal limits show little geographical variation. In contrast, the lower bounds of supercooling points and lower lethal temperatures do indeed decline with latitude. However, this is not the case for the upper bounds, leading to an increase in the variation in lower lethal limits with latitude. These results provide some support for the physiological tolerance assumption associated with Rapoport's rule, but highlight the need for coupled data on species tolerances and range size.