Local adaptations to environmental conditions are of high ecological importance as they determine distribution ranges and likely affect species responses to climate change. Increased environmental stress (warming, extreme drought) due to climate change in combination with decreased genetic mixing due to isolation may lead to stronger local adaptations of geographically marginal than central populations. We experimentally observed local adaptations of three marginal and four central populations of Fagus sylvatica L., the dominant native forest tree, to frost over winter and in spring (late frost). We determined frost hardiness of buds and roots by the relative electrolyte leakage in two common garden experiments. The experiment at the cold site included a continuous warming treatment; the experiment at the warm site included a preceding summer drought manipulation. In both experiments, we found evidence for local adaptation to frost, with stronger signs of local adaptation in marginal populations. Winter frost killed many of the potted individuals at the cold site, with higher survival in the warming treatment and in those populations originating from colder environments. However, we found no difference in winter frost tolerance of buds among populations, implying that bud survival was not the main cue for mortality. Bud late frost tolerance in April differed between populations at the warm site, mainly because of phenological differences in bud break. Increased spring frost tolerance of plants which had experienced drought stress in the preceding summer could also be explained by shifts in phenology. Stronger local adaptations to climate in geographically marginal than central populations imply the potential for adaptation to climate at range edges. In times of climate change, however, it needs to be tested whether locally adapted populations at range margins can successfully adapt further to changing conditions.