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In widespread and genetically structured populations, temperature variation may lead to among-population differentiation of thermal biology. The New Zealand stick insect genus Micrarchus contains four species that inhabit different thermal environments, two of which are geographically widespread. RNA-Seq and quantitative PCR were used to investigate the transcriptional responses to cold shock among lowland and alpine species to identify cold-responsive transcripts that differ between the species and to determine whether there is intraspecific geographical variation in gene expression. We also used mitochondrial DNA, nuclear 28S ribosomal DNA and transcriptome-wide SNPs to determine phylogeographic structure and the potential for differences in genetic backgrounds to contribute to variation in gene expression. RNA-Seq identified 2160 unigenes that were differentially expressed as a result of low-temperature exposure across three populations from two species (M. hystriculeus and M. nov. sp. 2), with a majority (68% ± 20%) being population specific. This extensive geographical variation is consistent across years and is likely a result of background genetic differences among populations caused by genetic drift and possibly local adaptation. Responses to cold shock shared among alpine M. nov. sp. 2 populations included the enrichment of cuticular structure-associated transcripts, suggesting that cuticle modification may have accompanied colonization of low-temperature alpine environments and the development of a more cold-hardy phenotype.