Extreme temperatures and exposure to agricultural pesticides are becoming more frequent and intense under global change. Their combination may be especially problematic when animals suffer food limitation. We exposed Coenagrion puella damselfly larvae to a simulated heat wave combined with food limitation and subsequently to a widespread agricultural pesticide (chlorpyrifos) in an indoor laboratory experiment designed to obtain mechanistic insights in the direct effects of these stressors in isolation and when combined. The heat wave reduced immune function (activity of phenoloxidase, PO) and metabolic rate (activity of the electron transport system, ETS). Starvation had both immediate and delayed negative sublethal effects on growth rate and physiology (reductions in Hsp70 levels, total fat content, and activity levels of PO and ETS). Exposure to chlorpyrifos negatively affected all response variables. While the immediate effects of the heat wave were subtle, our results indicate the importance of delayed effects in shaping the total fitness impact of a heat wave when followed by pesticide exposure. Firstly, the combination of delayed negative effects of the heat wave and starvation, and the immediate negative effect of chlorpyrifos considerably (71%) reduced larval growth rate. Secondly and more strikingly, chlorpyrifos only caused considerable (ca. 48%) mortality in larvae that were previously exposed to the combination of the heat wave and starvation. This strong delayed synergism for mortality could be explained by the cumulative metabolic depression caused by each of these stressors. Further studies with increased realism are needed to evaluate the consequences of the here-identified delayed synergisms at the level of populations and communities. This is especially important as this synergism provides a novel explanation for the poorly understood potential of heat waves and of sublethal pesticide concentrations to cause mass mortality.