Survival at high latitude requires the capability to cope with seasonally imposed stress, such as low winter temperatures or large temperature fluctuations. The Colorado potato beetle, Leptinotarsa decemlineata, is an invasive pest of potato that has rapidly spread from low latitudes to higher latitudes. During the last 30 years, a decrease in range expansion speed is apparent in Europe. We use a comparative approach to assess whether this could be due to an inability of L. decemlineata to cope with the harsher winters encountered at high latitude, when compared to two native northern chrysomelid beetles with similar overwintering ecology. We investigated several cold-tolerance-related physiological traits at different time points during winter. Cold tolerance followed a latitudinal pattern; the northern species were more tolerant to short-term subzero temperatures than the invasive L. decemlineata. The other northern species, the knotgrass leaf beetle, Chrysolina polita, was found to tolerate internal freezing. Interestingly, the pattern for overwinter survival at 5°C was the opposite and higher in L. decemlineata than the northern species and could be related to behavioral differences between species in overwintering location selection and a potential physiological trade-off between tolerance to cold shock and to chronic cold exposure. Furthermore, while the northern species accumulated large amounts of different sugars and polyols with probable cryoprotectant functions, none were detected in L. decemlineata at high concentrations. This lack of cryoprotectant accumulation could explain the difference in cold tolerance between the species and also suggests that a lack of physiological capacity to tolerate low temperatures could slow further latitudinal range expansion of L. decemlineata.