Climatic changes result in an increased in mean temperature and in a higher incidence of extreme weather events such as heat and cold waves. For ectotherms, such as insect parasitoids, the ability to remain active under extreme climatic conditions is a significant key to fitness. The body size of individuals, and in particular their surface to volume ratio, may play a role in their resistance to thermal conditions. The thermal tolerances are investigated of two closely-related sympatric parasitoid species [Aphidius avenae Haliday and Aphidius rhopalosiphi De Stefani-Perez (Hymenoptera: Aphidiinae)] that have a similar ecology but differ in body size and phenologies. The critical thermal limits of individuals are assessed in both sexes of each parasitoid species and the influence of surface–volume ratios on their thermal tolerances. Aphidius avenae is less resistant to low temperatures and more resistant to high temperatures than A. rhopalosiphi. The lower surface to volume ratio of A. avenae individuals may help them to remain active in summer when experiencing heat waves. However, body size is not the sole factor that plays a role in differences of thermal tolerance between species and body size may not be an adaptation to extreme temperatures but rather a by-product of developmental regulation. Closely-related sympatric species from the same ecological guild can have different thermal tolerances that may allow them to occur within the same habitat. The present study also highlights the importance of clearly defining how to measure critical thermal limits to determine the thermal tolerance of a species.