Phenotypic plasticity, the ability of a single genotype to produce multiple phenotypes, is important for survival when species are faced with novel conditions. Theory predicts that range-edge populations will have greater phenotypic plasticity than core populations, but empirical examples from the wild are rare. The honeycomb worm, Sabellaria alveolata (L.), constructs the largest biogenic reefs in Europe, which support high biodiversity and numerous ecological functions. In order to assess the presence, causes and consequences of intraspecific variation in developmental plasticity and thermal adaptation in the honeycomb worm, we carried out common-garden experiments using the larvae of individuals sampled from along a latitudinal gradient covering the entire range of the species. We exposed larvae to three temperature treatments and measured phenotypic traits throughout development. We found phenotypic plasticity in larval growth rate but local adaptation in terms of larval period. The northern and southern range-edge populations of S. alveolata showed phenotypic plasticity for growth rate: growth rate increased as temperature treatment increased. In contrast, the core range populations showed no evidence of phenotypic plasticity. We present a rare case of range-edge plasticity at both the northern and southern range limit of species, likely caused by evolution of phenotypic plasticity during range expansion and its maintenance in highly heterogeneous environments. This dataset presents the raw image data collected for larval stages of Sabellaria alveolata from 5 populations across Europe and Northern Africa, exposed to 15, 20 and 25 C. Included are also opercular crown measurements used to estimate de size classes of individuals present in each population.  All measurements made with the images collected are presented in an Excel spreadsheet, also available here.