All organisms live within a given thermal range, but little is known about the mechanisms setting the limits of this range. We uncovered cellular features exhibiting signature changes at thermal limits in Caenorhabditis elegans embryos. These included changes in embryo size and shape, which were also observed in Caenorhabditis briggsae, indicating evolutionary conservation. We hypothesized that such changes could reflect restricted aerobic capacity at thermal limits. Accordingly, we uncovered that relative respiration in C. elegans embryos decreases at the thermal limits as compared to within the thermal range. Furthermore, by compromising components of the respiratory chain, we demonstrated that the reliance on aerobic metabolism is reduced at thermal limits. Moreover, embryos thus compromised exhibited signature changes in size and shape already within the thermal range. We conclude that restricted aerobic metabolism at the thermal limits contributes to setting the thermal range in a metazoan organism.