Organisms are increasingly confronted with intense and long-lasting heat waves. In insects, the effects of heat waves on individual performance can vary in magnitude both within (e.g. from one larval instar to another) and between life stages. However, the reasons underlying these stage-dependent effects are not fully understood. There are several lines of evidence suggesting that individual ability to withstand a heat stress depends on mechanisms based on nutrition and supporting energetically physiological stress responses. Hence, we tested the hypothesis that the efficiency of these food-based buffering mechanisms may vary between different larval instars of a phytophagous insect. Using larvae of the moth Lobesia botrana, we examined the importance of post-stress food quality in insect response to a non-lethal heat wave at two distinct larval instars. Three major conclusions were drawn from this work. First, heat waves induced an overall decline in larval performance (delayed development, depressed immunity). Second, food quality primarily mediated the insect's ability to respond to the heat stress: the reduction in performance following heat wave application was mostly restricted to individuals with access to low-quality food after the heat stress. Third, larval instars differed in their susceptibility to this combination of thermal and food stressors, but conclusions about the instar being the most vulnerable differed in a trait-specific manner. In a global warming context, this study may shed additional light on the combination of direct and indirect (through alteration of plant nutritional value) effects of rising temperatures on the ecology and the evolution of phytophagous insects.