In response to stressors, many species limit reproduction, reduce investment in immunity, and even forgo somatic repair to free energy for use toward coping. Often, however, the energetic costs of simply regulating body temperature can exceed those required for each of these processes, yet whether thermoregulation is also eschewed in response to stressors is not known. In this study, we used a phylogenetically-controlled meta-regression to test whether changes in body temperature that accompany the stress response - a common phenomenon among terrestrial vertebrates - represent the outcome of an energy allocation trade-off between thermoregulation and responding to stressors in these species. Our results, obtained from 65 studies and across 24 species, support this trade-off hypothesis by showing that body temperatures tended to drift toward ambient following stress exposures, but particularly in species with high costs of thermoregulation and little energy available for use (i.e those with low body mass and high resting metabolism respectively). These cross-species findings indicate that terrestrial endotherms may trade-off investment toward thermoregulation for that toward the stress response. With such findings in mind, evaluating how these endotherms may cope with warming climates and concurrent stressors should be key priority in the coming decade.