Each parent can influence offspring phenotype via provisioning of the zygote or sex-specific DNA methylation. Transgenerational plasticity may therefore depend on the environmental conditions experienced by each parent. We tested this hypothesis by conducting a fully factorial experiment across three generations of guppies (Poecilia reticulata), determining the effects of warm (28°C) and cold (21°C) thermal backgrounds of mothers and fathers on mass and length, and thermal performance (sustained and sprint swimming speeds, citrate synthase and lactate dehydrogenase activities; 18, 24, 28, 32 and 36°C test temperatures) of sons and daughters. Offspring sex was significant for all traits except for sprint speed. Warmer mothers produced sons and daughters with reduced mass and length, and warmer fathers produced shorter sons. Sustained swimming speed (Ucrit) of male offspring was greatest when both parents were raised at 28°C, and warmer fathers produced daughters with greater Ucrit. Similarly, warmer fathers produced sons and daughters with greater metabolic capacity. We show that the thermal variation experienced by parents can modify offspring phenotype, and that predicting the impacts of environmental change on populations would require knowledge of the thermal background of each mother and father, particularly where sexes are spatially segregated.