Organisms provide some of the most sensitive indicators of climate change and evolutionary responses are becoming apparent in species with short generation times. Large datasets on genetic polymorphism that can provide an historical benchmark against which to test for recent evolutionary responses are very rare, but an exception is found in the brown-lipped banded snail (Cepaea nemoralis). This species is sensitive to its thermal environment and exhibits several polymorphisms of shell colour and banding pattern affecting shell albedo in the majority of populations within its native range in Europe. We tested for evolutionary changes in shell albedo that might have been driven by the warming of the climate in Europe over the last half century by compiling an historical dataset for 6,515 native populations of C. nemoralis and comparing this with new data on nearly 3,000 populations. The new data were sampled mainly in 2009 through the Evolution MegaLab, a citizen science project that engaged thousands of volunteers in 15 countries throughout Europe in the biggest such exercise ever undertaken. A known geographic cline in the frequency of the colour phenotype with the highest albedo (yellow) was shown to have persisted and a difference in colour frequency between woodland and more open habitats was confirmed, but there was no general increase in the frequency of yellow shells. This may have been because snails adapted to a warming climate through behavioural thermoregulation. By contrast, we detected an unexpected decrease in the frequency of Unbanded shells and an increase in the Mid-banded morph. Neither of these evolutionary changes appears to be a direct response to climate change, indicating that the influence of other selective agents, possibly related to changing predation pressure and habitat change with effects on micro-climate.