In insects, prolonged exposure to unseasonably low temperatures can lead to detrimental physiological effects known as chill injury. Changes to active and passive transport across epithelia during chilling likely drive the collapse of ion gradients, metabolic imbalance and potentially oxidative stress. In the alfalfa leafcutting bee, Megachile rotundata transcriptomic evidence provides support for these responses at the level of gene expression, but variable expression profiles between life stages in M. rotundata indicate that different mechanisms could be responsible for repairing and protecting against chill injuries across development. Herein, we test the hypotheses that 1) chill injury leads to oxidative stress and damage in insects and 2) exposure to a fluctuating thermal regime (FTR) promotes an increased oxidative stress response leading to a decrease in damage by reactive oxygen species. We measured the expression of transcripts with products known to have antioxidant properties in overwintering prepupae as well as total antioxidant capacity and lipid peroxidation during both extended overwintering in prepupae and low temperature stress during pupal development. We observed differential gene expression for the antioxidant glutathione peroxidase and several transcripts with putative antioxidant properties including vitellogenin, apolipoprotein D, glutathione S-transferase, and nuclear protein 1. However, the expression of transcripts coding for other enzymatic antioxidants did not change between treatments. Neither life stage varied in their capacity to cope with an induced oxidative stress after FTR exposure and we did not observe evidence of lipid peroxidation in chill injured (STR) prepupae. These results did not support our initial hypotheses and indicate that oxidative-stress-induced damage is neither a causal factor or symptom of chill injury.