Classical biological control—the introduction of exotic species to permanently control pests—offers an applied framework to test ecological and evolutionary hypotheses derived from invasion biology. One such hypothesis is that intraspecific hybridization can facilitate invasions because hybrids express higher phenotypic mean and/or variance than their parents. We tested this hypothesis using the parasitoid wasp Psyttalia lounsburyi, a candidate biocontrol agent for the olive fly Bactrocera oleae. Under laboratory conditions, we found marked differentiations between two populations of wasps, from South Africa and Kenya, in terms of life history strategies. South African females were better reproducers than Kenyan females, but the opposite was observed for males. Reaction norms showed different effects of developmental temperature on fecundity depending on the genotype. However, neither heterosis nor hybrid breakdown were observed. Hence, in this system, sex-specific effects of hybridization and genotype-by-environment interactions jeopardize any straightforward prediction on the fitness of hybrids. Therefore, our paper contributes to tone down the hybrid advantage hypothesis in invasion biology.