Behaviour is an important way for animals to rapidly respond to changes in their current environment; however, over extended periods animals can also respond to environmental change via slower, developmental plasticity in other traits. This developmental plasticity could itself alter the animal's behaviour in two ways: it could change the state of the aspect of the animal's current environment that induces the behaviour (the cue), or it could change the physiology underlying production of that behaviour (the behavioural reaction norm). We tested these alternatives for two responses to temperature, colour plasticity and refuge-seeking behaviour, in pipevine swallowtail, Battus philenor, caterpillars. Prior research found that black caterpillars seek thermal refuges at lower ambient temperatures than red caterpillars in the field. Here, we found that the effect of colour on behaviour in the laboratory depended on how we heated the caterpillars. When warmed by radiant heat, black caterpillars sought refuge sooner than red caterpillars, as occurs in nature. In contrast, when warmed by conduction of heat, black caterpillars no longer sought refuges sooner than red caterpillars. Both colour morphs began seeking refuges at the same body temperature in both experiments, and the sensitivity of their metabolic rate to temperature was also the same. Taken together, our findings indicate that while colour does change the cue for refuge seeking, it does not change the behaviour's reaction norm. Similar cue-mediated interactions may often occur for thermoregulatory behaviour in other species.