Nongenetic inheritance mechanisms such as transgenerational plasticity (TGP) can buffer populations against rapid environmental change such as ocean warming. Yet, little is known about how long these effects persist and whether they are cumulative over generations. Here, we tested for adaptive TGP in response to simulated ocean warming across parental and grandparental generations of marine sticklebacks. Grandparents were acclimated for two months during reproductive conditioning, whereas parents experienced developmental acclimation, allowing us to compare the fitness consequences of short-term vs. prolonged exposure to elevated temperature across multiple generations. We found that reproductive output of F1 adults was primarily determined by maternal developmental temperature, but carry-over effects from grandparental acclimation environments resulted in cumulative negative effects of elevated temperature on hatching success. In very early stages of growth, F2 offspring reached larger sizes in their respective paternal and grandparental environment down the paternal line, suggesting that other factors than just the paternal genome may be transferred between generations. In later growth stages, maternal and maternal granddam environments strongly influenced offspring body size, but in opposing directions, indicating that the mechanism(s) underlying the transfer of environmental information may have differed between acute and developmental acclimation experienced by the two generations. Taken together, our results suggest that the fitness consequences of parental and grandparental TGP are highly context dependent, but will play an important role in mediating some of the impacts of rapid climate change in this system.