Phenotypic plasticity, both within and across generations, is an important mechanism that organisms use to cope with rapid climate change. While an increasing number of studies show that plasticity across generations (transgenerational plasticity or TGP) may occur, we have limited understanding of key aspects of TGP, such as the environmental conditions that may promote it, its relationship to within generation plasticity (WGP) and its role in evolutionary potential. In this review, we consider how the detection of TGP in climate change experiments is affected by the predictability of environmental variation, as well as the timing and magnitude of environmental change cues applied. We also discuss the need to design experiments that are able to distinguish TGP from selection and TGP from WGP in multigenerational experiments. We conclude by suggesting future research directions that build on the knowledge to date and admit the limitations that exist, which will depend on the way environmental change is simulated and the type of experimental design used. Such an approach will open up this burgeoning area of research to a wider variety of organisms and allow better predictive capacity of the role of TGP in the response of organisms to future climate change.