We addressed the question if local adaptation to a thermal gradient is possible in spite of a high gene flow among closely spaced populations of two species of Drosophila from the island of La Gomera (Canary Islands). Variation in multiple traits related to stress resistance in different life stages was measured in both species in flies collected from five localities at different altitudes and thereby with different climatic conditions. Based on microsatellite loci, the populations were not genetically differentiated. However, 18 of the 24 independent traits measured showed significant differentiation among populations of Drosophila buzzatii, but only nine of 25 for Drosophila simulans. This difference in the number of traits might reflect higher habitat specificity and thus higher potential for local adaptation of D. buzzatii than D. simulans. We found clinal variation, as some traits showed significant linear regressions on altitude, but more on altitude cubed.