The injection of anthropogenically-produced CO2 into the atmosphere will lead to an increase in temperature and a decrease in pH at the surface of the oceans by 2100. Marine intertidal organisms possess the ability to cope in the short term with environmental fluctuations exceeding predicted values. However, how they will cope with chronic exposure to elevated temperature and pCO2 is virtually unknown. In addition, individuals from the same species/population often show remarkable levels of variation in their responses to complex climatic changes: in particular, variation in metabolic rates often is linked to differences in individuals' performances and fitness. Despite its ecological and evolutionary importance, inter-individual variation has rarely been investigated within the context of climatic changes, and most investigations have typically employed orthogonal experimental designs paired to analyses of independent samples. Although this is undoubtedly a powerful and useful approach, it may not be the most appropriate for understanding all alterations of biological functions in response to environmental changes. An individual approach arguably should be favored when trying to describe organisms' responses to climatic change. Consequently, to test which approach had the greater power to discriminate the intensity and direction of an organism's response to complex climatic changes, we investigated the extracellular osmo/iono-regulatory abilities, upper thermal tolerances (UTTs), and metabolic rates of individual adults of an intertidal amphipod, Echinogammarus marinus, exposed for 15 days to combined elevated temperature and pCO2. The individual approach led to stronger and different predictions on how ectotherms will likely respond to ongoing complex climatic change, compared with the independent approaches. Consequently, this may call into question the relevance, or even the validity, of some of the predictions made to date. Finally, we argue that treating individual differences as biologically meaningful can lead to a better understanding of the physiological responses themselves and the selective processes that will occur with complex climatic changes; selection will likely play a crucial role in defining species' responses to future environmental changes. Individuals with higher metabolic rates were also characterized by greater extracellular osmo/iono-regulative abilities and higher UTTs, and thus there appeared to be no evolutionary trade-offs between these functions. However, as individuals with greater metabolic rates also have greater costs for maintenance and repair, and likely a lower fraction of energy available for growth and reproduction, trade-offs between life-history and physiological performance may still arise.