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Abstract Over the last decade, a large effort has been made to understand how extreme climate events disrupt species interactions. Yet, it is unclear how these events affect plants and herbivores directly, via metabolic changes, and indirectly, via their subsequent altered interaction. We exposed common milkweed (Asclepias syriaca) and monarch caterpillars (Danaus plexippus) to control (26:14°C, day:night) or heat wave (HW) conditions (36:24°C, day:night) for 4 days and then moved each organism to a new control or HW partner to disentangle the direct and indirect effects of heat exposure on each organism. We found that the HW directly benefited plants in terms of growth and defence expression (increased latex exudation and total cardenolides) and insect her'bivores through faster larval development. Conversely, indirect HW effects caused both plant latex and total cardenolides to decrease after subsequent herbivory. Nonetheless, increasing trends of more toxic cardenolides and lower leaf nutritional quality after herbivory by HW caterpillars likely led to reduced plant damage compared to controls. Our findings reveal that indirect impacts of HWs may play a greater role in shaping plant‐herbivore interactions via changes in key physiological traits, providing valuable understanding of how ecological interactions may proceed in a changing world.