Epigenetic changes in the methylation of DNA may occur in response to environmental stressors, including warming climates. DNA methylation may also play an important role in regulating gene expression during both male and female reproduction in many insect species. However, it is currently unknown how DNA methylation shifts when individuals are reproducing under warmer temperatures. We exposed European corn borer moths (Ostrinia nubilalis) to heat during the pupal and adult life stages then investigated changes in DNA methylation across the genome using enzymatic methyl-seq (EM-seq). We compared methylation patterns in reproductive males and females exposed to heat (28°C) to those that experienced an ambient temperature (23°C). We found that heat exposure led to a small but significant increase in the percentage of methylated CpG sites throughout the genome in both sexes. However, DNA methylation rates were higher in females and differential methylation following heat exposure localised to unique regions in each sex. In males, methylation shifted within genes belonging to pathways including Hippo signalling, ubiquitin-mediated proteolysis, DNA damage repair and spermatogenesis. In females, differential methylation occurred in genes related to histone modification and oogenesis. Our results suggest that DNA methylation patterns respond to moderate heat exposure in Lepidoptera and provide insight into epigenetic responses to heatwaves, suggesting novel pathways that may be involved in responding to heat stress during metamorphosis and reproduction.