Predicting the effects of climate change on Earth's biota becomes even more challenging when acknowledging that most species have life cycles consisting of multiple stages, each of which may respond differently to extreme environmental conditions. There is currently no clear consensus regarding which stages are most susceptible to increasing environmental stress, or ‘climate extremes’. We used a meta‐analytic approach to quantify variation in responses to environmental stress across multiple life stages of marine invertebrates. We identified 287 experiments in 29 papers which examined the lethal thresholds of multiple life stages (embryo, larva, juvenile and adult) of both holoplanktonic and meroplanktonic marine invertebrates subjected to the same experimental conditions of warming, acidification and hypoxia stress. Most studies considered short acute exposure to stressors. We calculated effect sizes (log response ratio) for each life stage (unpaired analysis) and the difference in effect sizes between stages of each species (paired analysis) included in each experiment. In the unpaired analysis, all significant responses were negative, indicating that warming, acidification and hypoxia tended to increase mortality. Furthermore, embryos, larvae and juveniles were more negatively affected by warming than adults. The paired analysis revealed that, when subjected to the same experimental conditions, younger life stages were more negatively affected by warming than older life stages, specifically among pairings of adults versus juveniles and larvae versus embryos. Although responses to warming are well documented, few studies of the effects of acidification and hypoxia met the criteria for inclusion in our analyses. Our results suggest that while most life stages will be negatively affected by climate change, younger stages of marine invertebrates are more sensitive to extreme heating events.