Larval and winter thermal limits may be vital for understanding responses to climate variability, but many studies of insect critical thermal limits focus on adults reared in benign conditions (lab or summer field conditions). For insects generally, temperature variability and thermal tolerance breadth are correlated. Thus, we predict broader thermal limits in adults compared to less-mobile larvae developing within a restricted microclimate. We also predict lower cold limits in winter adults compared to summer adults. To test for this thermal variability across life stages and seasons, we used a recirculating bath to determine critical thermal limits in two species of Colorado carrion beetles (Coleoptera: Staphylinidae: Silphinae) in which larvae develop within a carcass microclimate. For larval and adult comparisons, we used summer Thanatophilus lapponicus (n = 111) and Thanatophilus coloradensis (n = 46). For winter and summer comparisons, we used adult T. lapponicus (n = 103). We detected no difference between larvae and adults in T. lapponicus for either upper thermal limits (CTmax) or lower thermal limits (CTmin) for wild caught adults, bred larvae, and bred adults. In contrast, wild caught adults of T. coloradensis had a significantly lower CTmin (-5.7 ± 0.5 °C) compared to wild caught larvae (-3.0 ± 1.3 °C) and bred larvae (-3.5 ± 0.8 °C) with no difference in CTmax. Winter T. lapponicus adults displayed a nearly one-degree lower CTmin (-2.8 ± 1.6 °C) than summer adults (-1.9 ± 1.9 °C) with no difference in CTmax. These results demonstrate that even closely related, co-occurring species can have distinct strategies for coping with cold temperatures. And, in some cases, particularly for high-elevation specialists, larvae may benefit from a temperature-buffered microclimate. Heat tolerance was broad and less variable across life stages and seasons, emphasizing that variation in cold temperatures will be critical for responses to climate change, for example, changes in snow levels impacting insulation.