The distribution range of Hyles euphorbiae covers distinct climates across the Palaearctic. Previous investigations showed a correlation between mitochondrial DNA identity of populations and climatic conditions related to winter; however, the lack of biomarkers hampers investigations to test whether geographically distinct populations do show specific molecular responses to low temperatures or whether they possess specific genetic identity at loci functionally related to cold response. The present study was designed to identify candidate protein biomarkers and biological processes that are associated with cold acclimation of overwintering H. euphorbiae diapause pupae. Specimens taken from a single central European population were gradually cooled from 20 °C to −2 °C over 36 days and 12 differentially abundant proteins were identified. In addition, DeepSuperSAGE sequencing technology was applied to study differentially regulated genes. There was incongruence between differentially abundant proteins and differentially expressed genes, but functional characteristics of regulated proteins and analyses of gene ontology term enrichment among differentially regulated genes pointed to activation of the same biological processes, e.g. oxidative stress response. As proteins represent biologically active molecules, candidate biomarkers derived from proteomics are considered well suited to explore intraspecific patterns of local adaptation to different climates.