Thermal biology commonly represents insect environments by mean temperature, yet insects develop within sequences of temperatures whose amplitude, duration, order, and recovery intervals can alter biological responses even when means are identical. This theoretical framework evaluates why thermal history should be treated as an ordered biological exposure rather than as variance surrounding a mean. Evidence across insects indicates that fluctuating regimes can accelerate, retard, improve, impair, or leave unchanged different components of performance depending on the thermal region occupied, fluctuation amplitude, developmental stage, exposure duration, trait measured, and subsequent environment. Developmental rate is particularly sensitive to nonlinear temperature–response relationships, whereas growth, energetic reserves, body composition, and reproduction can respond discordantly. Thermal effects may also persist across stages, decay after transfer to new conditions, or be modified by acclimation and environmental recovery. The article therefore develops a proposed thermal-history framework in which current performance emerges from interaction among instantaneous temperature, nonlinear trait sensitivity, accumulated exposure, developmental timing, recovery opportunity, and state carried from earlier conditions. The framework does not assume that variability is intrinsically detrimental or beneficial, nor that laboratory thermal responses transfer directly to field performance. Instead, it identifies conditions under which constant and fluctuating regimes with similar means are expected to diverge and specifies boundaries requiring direct validation. This history-based interpretation offers a more precise basis for linking experimental thermal physiology with development, life-history performance, and environmentally realistic insect responses.