How species thrive in a wide range of environments is a major focus of evolutionary biology. For many species, limited genetic diversity or gene flow among habitats means that phenotypic plasticity must play an important role in their capacity to tolerate environmental heterogeneity and to colonize new habitats. However, we have a limited understanding of the molecular components that govern plasticity in ecologically relevant phenotypes. We examined this hypothesis in a spider species (Stegodyphus dumicola) with extremely low species-wide genetic diversity that nevertheless occupies a broad range of thermal environments. We determined phenotypic responses to temperature stress in individuals from four climatic zones using common garden acclimation experiments to disentangle phenotypic plasticity from genetic adaptations. Simultaneously, we created data sets on multiple molecular modalities: the genome, the transcriptome, the methylome, the metabolome, and the bacterial microbiome to determine associations with phenotypic responses. Analyses of phenotypic and molecular associations reveal that acclimation responses in the transcriptome and metabolome correlate with patterns of phenotypic plasticity in temperature tolerance. Surprisingly, genes whose expression seemed to be involved in plasticity in temperature tolerance were generally highly methylated contradicting the idea that DNA methylation stabilizes gene expression. This suggests that the function of DNA methylation in invertebrates varies not only among species but also among genes. The bacterial microbiome was stable across the acclimation period; combined with our previous demonstrations that the microbiome is temporally stable in wild populations, this is convincing evidence that the microbiome does not facilitate plasticity in temperature tolerance. Our results suggest that population-specific variation in temperature tolerance among acclimation temperatures appears to result from the evolution of plasticity in mainly gene expression.