Thermal tolerance varies at all hierarchical levels of biological organization: among species, populations, individuals, and even within individuals. Age- or developmental stage- and sex-specific thermal effects have received relatively little attention in the literature, despite being crucial for understanding thermal adaptation in nature and responses to global warming. We document stage- and sex- specific heat tolerance in the yellow dung fly Scathophaga stercoraria (Diptera: Scathophagidae), a species common throughout the northern hemisphere that generally favours cool climates. Exposure of eggs to temperatures up to 32°C did not affect larval hatching rate, but subsequent egg-to-adult survival at a benign temperature was reduced. Permanent transfer from benign (18°C) to hot temperatures (up to 31°C) at different larval and pupal stages strongly decreased egg-to-adult survival, though survival continuously improved the later the transfer occurred. Temporary transfer for only two days increased mortality more weakly, survival being lowest when temperature stress was imposed early during the larval or pupal stages. Adult flies provided with sugar and water tolerated 31°C longer than previously thought (5 days in males to 9 days in females). Eggs were thus less susceptible to thermal stress than larvae, pupae or adults, in agreement with the hypothesis that more mobile stages require less physiological protection against heat because they can behaviourally thermoregulate. The probability of mating, of laying a clutch, and hatching success were generally independently reduced by exposure of females or males to warm temperatures (24°C) during the juvenile or adult stages, with some interactions evident. High temperature stress thus affects survival differentially depending on when it occurs during the juvenile or the pre-reproductive adult life stage, and affects reproductive success via the mating behaviour of both sexes, female physiology in terms of oviposition, and fertility via sperm and/or egg quality. Our results illustrate that temperature stress, even when moderate and temporary, during early development can have profound lethal and non-lethal fitness-consequences later in life.