Behavioral thermoregulation is a key strategy for insects to cope with heat stress.The rice leaf folder Cnaphalocrocis medinalis Guenée (Lepidoptera: Pyralidae) larvae usually fold one leaf to construct a leaf shelter. The larvae are vulnerable to heat stress, and the temperature in summer is often beyond the optimal range of them. Shelters confer protection against environmental stress but unclear whether larvae will alter shelter-building behavior when encountering heat stress. We observed the shelter-building behavior of larvae during and after heat shock, and then examined the shape and structure of shelters. Larvae spent more time in selecting a site and building a shelter during and after heat shock than at the optimal temperature. More than 70% of larvae folded two or three leaves to build a shelter during and after heat shock, but more than 60% of larvae only folded one leaf at the optimal temperature. Larvae built more single-leaf longitudinal shelters at the optimal temperature, but they built more multileaf overlapping shelters during and after heat stress. Larvae constructed a short leaf shelter using a small amount of silk binds when they were exposed to 40°C for 4 h. The rice leaf folder larvae can alter their shelter-building behavior and shelter structure in response to heat stress.