Genetic trade-offs such as between generalist-specialist strategies can be masked by changes in compensatory processes involving energy allocation and acquisition which regulation depends on the state of the individual and its ecological surroundings. Failure to account for such state dependence may thus lead to misconceptions about the trade-off structure and nature of constraints governing reaction norm evolution. Using three closely related butterflies, we first show that foraging behaviours differ between species and change remarkably throughout ontogeny causing corresponding differences in the thermal niches experienced by the foraging larvae. We further predicted that thermal reaction norms for larval growth rate would show state-dependent variation throughout development as a result of selection for optimizing feeding strategies in the respective foraging niches of young and old larvae. We found substantial developmental plasticity in reaction norms that was species-specific and reflected the different ontogenetic niche shifts. Any conclusions regarding constraints on performance curves or species-differentiation in thermal physiology depend on when reaction norms were measured. This demonstrates that standardized estimates at single points in development, or in general, allow variation in only one ecological dimension, may sometimes provide incomplete information on reaction norm constraints.