Climatic anomalies may produce, or accelerate, geographic range expansions of species limited by temperature or other climatic variables. Most such expansions are only temporary, before the prevailing climatic conditions drive the founder populations extinct. In contrast, here, we report a recent rapid shift of the range limit during the record hot summer of 2003 in southern Europe that has the potential to be both permanent, and to have important implications on species range dynamics in general. The winter pine processionary moth (Thaumetopoea pityocampa), an important pine defoliator whose larvae feed in colonies during the winter, is limited in its distribution by winter temperatures. In the last three decades, warmer winters have led to a gradual but substantial expansion of its range both latitudinally and altitudinally. In the summer of 2003, T. pityocampa underwent an extraordinary expansion to high elevation pine stands in the Italian Alps; its altitudinal range limit increased by one third of the total altitudinal expansion over the previous three decades. In an experiment, we found flight activity of newly emerged females to increase with temperature. By determining a threshold temperature for flight take-offs under controlled conditions, we calculated that the nights above the threshold temperature were over five times more frequent, and considerably warmer, at the range limit in 2003 than in an average year. We therefore attribute the colonization of extreme, high-elevation sites to increased nocturnal dispersal of females during the unusually warm night temperatures in June – August 2003. Importantly, the colonies established at extreme sites survived the winter and produced offspring in 2004, although the range did not expand further because of low night temperatures that year. We discuss several life-history characteristics of T. pityocampa that maximize the likelihood of population persistence at the new range limit. As global warming continues and climatic anomalies are predicted to become more frequent, our results draw attention to the importance of extreme climatic events in the range formation of phytophagous insects.