Color lightness of insects is an important ecological trait affecting their performance through multiple functions such as thermoregulation, UV protection and disease resistance. The geographical pattern of color lightness in diurnal insects are relatively well understood and largely driven by thermal melanism through the enhancement of insect activity. In nocturnal insects, however, the ecological function of color lightness in response to climatic factors is poorly understood, particularly at small spatial scales. In this study, we investigated color lightness of nocturnal moth assemblages along environmental gradients. Using geometrid moths collected with comparable methodologies (light trapping), we examined assemblage-level changes in color lightness across elevational gradients and vertical strata (canopy vs understory) across three climatically different locations in Yunnan, China. The results showed that moths are darker in color at higher elevations. Such patterns are most apparent in canopy assemblages. In addition, the strength of the elevational pattern on color lightness varied across location, being most pronounced in the canopy of the subalpine site. These patterns are likely driven by UV protection and/or thermoregulation. Our study highlights the importance of abiotic factors such as temperature and solar radiation in structuring morphological patterns of nocturnal ectothermic assemblages along elevational gradients of climatically harsh environments.