Global climate change has generally been linked with species extinctions, while a possible evolutionary effect of the new environmental conditions was seldom considered. Further, the overwhelming majority of speciation studies focus on population divergence under allopatry, a process resulting from the spatial separation of a group of individuals, that under different selection pressures, later give rise to a new species. Nevertheless, speciation may also take place under sympatry, when some individuals within the population genetically diverge, in spite of remaining in the same, originally occupied area. The very rarely observed process of sympatric speciation, also called adaptive speciation, is here documented through an ongoing study of two populations of a forest insect, the pine processionary moth, Thaumetopoea pityocampa (Lepidopter, Notodontidae), between which gene flow has ceased. One of the populations has undergone a shift of its annual cycle and succeeded to adjust to different, generally warmer, climatic conditions. This population already shows both ecological adaptations, such as a higher temperature niche, as well as some divergence at genetic level. Such findings draw attention to the need of considering the role of species plasticity and of speciation processes, in response to climate change. A thorough interdisciplinary approach is clearly needed, when planning mitigation strategies for biological communities under different scenarios.