Physiology and temperature can both have a profound influence on behaviour and metabolism. Despite this, thermal physiology has rarely been considered within the animal personality framework, but could be an inherent mechanism maintaining consistent individual differences in behaviour, particularly in species that need to thermoregulate (i.e. ectotherms). Here, we present evidence for a thermal‐behavioural syndrome and detail how it is linked to variation in habitat selection in an Australian lizard, the delicate skink, Lampropholis delicata. We predicted that individuals would occur along a cold–hot continuum—analogues to the slow–fast continuum proposed by the pace‐of‐life hypothesis—whereby an individual's placement along a thermal physiological axis will correspond with their placement along a personality axis. We first tested the thermal‐behavioural syndrome by measuring the thermal preferences and optimal performance temperature of individual skinks and linking it to their activity, exploratory, social and boldness behaviours. In line with our predictions, we found that individuals with a “hot” thermal type performed optimally at higher temperatures, had faster sprint speeds and were more active, explorative and bold relative to “cold” thermal types. We then monitored each individual's habitat selection within an artificial environment containing three microhabitats differing in their thermal characteristics. We found that an individual's thermal type mediated their use of habitat, in which “hot” individuals utilized a hotter microhabitat more regularly than both “cold” and “intermediate” thermal types, suggesting that the thermal‐behavioural syndrome could drive ecological niche partitioning in this species. We envisage that the thermal‐behavioural syndrome concept is likely to extend to other study systems, particularly to ectothermic organisms that rely heavily on behavioural thermoregulation to maintain optimal body temperature. A http://onlinelibrary.wiley.com/doi/10.1111/1365-2435.13034/suppinfo is available for this article.