Understanding and predicting how adaptation will contribute to species' resilience to climate change will be paramount to successfully managing biodiversity for conservation, agriculture, and human health-related purposes. Making predictions that capture how species will respond to climate change requires an understanding of how key traits and environmental drivers interact to shape fitness in a changing world. Current trait-based models suggest that low- to mid-latitude populations will be most at risk, although these models focus on upper thermal limits, which may not be the most important trait driving species' distributions and fitness under climate change. In this review, we discuss how different traits (stress, fitness and phenology) might contribute and interact to shape insect responses to climate change. We examine the potential for adaptive genetic and plastic responses in these key traits and show that, although there is evidence of range shifts and trait changes, explicit consideration of what underpins these changes, be that genetic or plastic responses, is largely missing. Despite little empirical evidence for adaptive shifts, incorporating adaptation into models of climate change resilience is essential for predicting how species will respond under climate change. We are making some headway, although more data are needed, especially from taxonomic groups outside of Drosophila, and across diverse geographical regions. Climate change responses are likely to be complex, and such complexity will be difficult to capture in laboratory experiments. Moving towards well designed field experiments would allow us to not only capture this complexity, but also study more diverse species.