Urban areas experience higher temperatures compared to rural areas and as such, are increasingly considered places of acclimatization and adaptation to warming. Small ectotherms, such as insects, whose body temperature rises with habitat temperature, are directly affected by temperature changes. Thus, warming could have a profound effect on insect behavior and physiology. To test if the urban heat island effect drives higher thermal tolerance and activity changes, we used globally distributed and abundant insects-ants. We measured the heat and cold tolerance of 14 ant species distributed across urban and peri-urban areas. As thermal traits are often correlated with ant foraging, we measured foraging activity during three consecutive years across eight sites. Contrary to our prediction, ants exposed to the urban heat island effect did not have a higher heat tolerance than peri-urban ants. Instead, cold tolerance varied across habitats, with ants from the cooler, peri-urban habitats being able to tolerate lower temperatures. We recorded the same pattern of invariant heat and higher cold tolerance for ants in the canopy, compared to ground nesting ants. Ant activity was almost 10 times higher in urban sites and best predicted by cold, not heat tolerance. These unexpected results suggest that we need to rethink predictions about urban heat islands increasing insect heat tolerance in urban habitats, as cold tolerance might be a more plastic or adaptable trait, particularly in the temperate zone.