Latitudinal clines in the frequency of various chromosomal inversions are well documented in Drosophila subobscura. Because these clines are roughly parallel on three continents, they have undoubtedly evolved by natural selection. Here, we address whether individuals carrying different chromosomal arrangements also vary in their thermal preferences (Tp) and heat stress tolerance (Tko). Our results show that although Tp and Tko were uncorrelated, flies carrying “cold-adapted” gene arrangements tended to choose lower temperatures in the laboratory or had a lower heat stress tolerance, in line with what could be expected from the natural patterns. Different chromosomes were mainly responsible for the underlying genetic variation in both traits, which explains why they are linearly independent. Assuming Tp corresponds closely with temperatures that maximize fitness our results are consistent with previous laboratory natural selection experiments showing that thermal optimum diverged among thermal lines, and that chromosomes correlated with Tp differences responded to selection as predicted here. Also consistent with data from the regular tracking of the inversion polymorphism since the colonization of the Americas by D. subobscura, we tentatively conclude that selection on tolerance to thermal extremes is more important in the evolution and dynamics of clinal patterns than the relatively “minor” adjustments from behavioral thermoregulation.