Climatic gradients frequently predict large-scale ecogeographical patterns in animal coloration, but the underlying causes are often difficult to disentangle. We examined ecogeographical patterns of reflectance among 343 European butterfly species and isolated the role of selection for thermal benefits by comparing animal-visible and near-infrared (NIR) wavebands. NIR light accounts for ~50% of solar energy but cannot be seen by animals so functions primarily in thermal control. We found that reflectance of both dorsal and ventral surfaces shows thermally adaptive correlations with climatic factors including temperature and precipitation. This adaptive variation was more prominent in NIR than animal-visible wavebands and for body regions (thorax-abdomen and basal wings) that are most important for thermoregulation. Thermal environments also predicted the reflectance difference between dorsal and ventral surfaces, which may be due to modulation between requirements for heating and cooling. These results highlight the importance of climatic gradients in shaping the reflectance properties of butterflies at a continent-wide scale.