Phytophagous insects are influenced by various abiotic factors, with temperature being a key determinant. We hypothesised that fluctuating thermal conditions would enhance antioxidant enzyme activity and nutrient assimilation in these insects. We investigated superoxide dismutase, catalase, and lipid peroxidation activity, as well as glucose and triglyceride assimilation in Parthenium beetles, Zygogramma bicolorata Pallister (Coleoptera: Chrysomelidae), under repeated exposure to short-duration heat (42 ± 2 °C) and cold (10 ± 2 °C), and optimal (27 ± 2 °C) temperatures, along with post-stress recovery. Results revealed that superoxide dismutase, catalase, and lipid peroxidation activity were highest under the heat stress and lowest under the cold stress conditions. Upon returning to optimal conditions, adults previously exposed to thermal stress showed reduced superoxide dismutase and catalase activity and elevated lipid peroxidation product levels compared to those reared continuously at optimal temperatures. Glucose assimilation was highest under cold stress, whereas triglyceride assimilation peaked under optimal temperatures. After stress conditions ended, glucose assimilation decreased in beetles across all temperature groups, whereas triglyceride assimilation increased in adults that had been maintained at optimal temperatures. Adult mortality peaked under heat stress, with male beetles showing higher mortality rates than females did. Moreover, male beetles exhibited higher enzyme activity, whereas female beetles assimilated more glucose and triglycerides, suggesting greater thermal-stress tolerance in the females. These findings imply that female Parthenium beetles are more resilient to thermal stress and are therefore more effective for use in Parthenium (Asteraceae) biocontrol.