The frequency of extreme events, such as cold spells, is expected to increase under global warming. Therefore, the ability of insects to survive rapid changes in temperature is an important aspect to investigate in current population ecology. The hemlock looper (HL), Lambdina fiscellaria (Guenée) (Lepidoptera: Geometridae), a defoliator of boreal balsam fir forests in eastern Canada, overwinters at the egg stage on tree trunks and branches where eggs can be exposed to very low subzero air temperatures. Using eggs from the island of Newfoundland (NL) and Quebec mainland (QC), we undertook field and laboratory experiments to determine: (1) their supercooling point (SCP) in mid-January and mid-February; (2) overwintering mortality; (3) cold tolerance to various combinations of subzero temperatures (−25, −30, −33, −35, or −37 °C) and exposure durations (2, 4, 8, 12, or 16 h); and (4) potential causes of death at subzero temperatures above the SCP. Regardless of population or sampling date, eggs supercooled on average at −40.1 °C. In the field, 59% of eggs from either population that overwintered in Sainte-Foy (QC) and Corner Brook (NL) hatched successfully, whereas none did in Armagh (QC) or Epaule (QC). In the laboratory, 50% of eggs survived after 4 h at −34.4 °C or after 14 h at −32.9 °C. In contrast, regardless of exposure duration, >50% of eggs hatched at temperatures ≥−33 °C, but <50% did so at ≤−35 °C, suggesting high pre-freeze mortality. However, when eggs were attached to thermocouples and exposed to temperatures ranging from −25 to −37 °C for 16 h, 69% froze at temperatures of −35 to −37 °C, but only 2% did at −25 or −30 °C. Time to freeze decreased as subzero temperatures declined, and this was more evident in island eggs than in mainland eggs. Overall, eggs can freeze after a brief exposure to subzero temperatures higher than the standard SCP, and are thus highly vulnerable to cold spells.