Overwintering is a serious challenge for insects, and winters are rapidly changing as climate shifts. The capacity for phenotypic plasticity and evolutionary adaptation will determine which species profit or suffer from these changes. Here we discuss current knowledge on the potential and evidence for evolution in winter-relevant traits among insect species and populations. We conclude that the best evidence for evolutionary shifts in response to changing winters remain those related to changes in phenology, but all evidence points to cold hardiness as also having the potential to evolve in response to climate change. Predicting future population sizes and ranges relies on understanding to what extent evolution in winter-related traits is possible, and remains a serious challenge.