Organisms living in mountains contend with extreme climatic conditions, including short growing seasons and long winters with extensive snow cover. Anthropogenic climate change is driving unprecedented, rapid warming of montane regions across the globe, resulting in reduced winter snowpack. Loss of snow as a thermal buffer may have serious consequences for animals overwintering in soil, yet little is known about how variability in snowpack acts as a selective agent in montane ecosystems. Here, we examine genomic variation in California populations of the leaf beetle Chrysomela aeneicollis, an emerging natural model system for understanding how organisms respond to climate change. We used a genotype-environment association approach to identify genomic signatures of local adaptation to microclimate in populations from three montane regions with variable snowpack and a coastal region with no snow. We found that both winter-associated environmental variation and geographical distance contribute to overall genomic variation across the landscape. We identified non-synonymous variation in novel candidate loci associated with cytoskeletal function, ion transport and membrane stability, cellular processes associated with cold tolerance in other insects. These findings provide intriguing evidence that variation in snowpack imposes selective gradients in montane ecosystems.