A single critical thermal limit is often used to explain and infer the impact of climate change on geographic range and population abundance. However, it has limited application in describing the temporal dynamic and cumulative impacts of extreme temperatures. Here, we used a thermal tolerance landscape approach to address the impacts of extreme thermal events on the survival of co-existing aphid species (Metopolophium dirhodum, Sitobion avenae and Rhopalosiphum padi). Specifically, we built the thermal death time (TDT) models based on detailed survival datasets of three aphid species with three ages across a broad range of stressful high (34–40 °C) and low (−3∼−11 °C) temperatures to compare the interspecific and developmental stage variations in thermal tolerance. Using these TDT parameters, we performed a thermal risk assessment by calculating the potential daily thermal injury accumulation associated with the regional temperature variations in three wheat-growing sites along a latitude gradient. Results showed that M. dirhodum was the most vulnerable to heat but more tolerant to low temperatures than R. padi and S. avenae. R. padi survived better at high temperatures than Sitobion avenae and M. dirhodum but was sensitive to cold. R. padi was estimated to accumulate higher cold injury than the other two species during winter, while M. dirhodum accrued more heat injury during summer. The warmer site had higher risks of heat injury and the cooler site had higher risks of cold injury along a latitude gradient. These results support recent field observations that the proportion of R. padi increases with the increased frequency of heat waves. We also found that young nymphs generally had a lower thermal tolerance than old nymphs or adults. Our results provide a useful dataset and method for modelling and predicting the consequence of climate change on the population dynamics and community structure of small insects.