Limited dispersal is classically considered as a prerequisite for ecological specialization to evolve, such that generalists are expected to show greater dispersal propensity compared with specialists. However, when individuals choose habitats that maximize their performance instead of dispersing randomly, theory predicts dispersal with habitat choice to evolve in specialists, while generalists should disperse more randomly. We tested whether habitat choice is associated with thermal niche specialization using microcosms of the ciliate Tetrahymena thermophila, a species that performs active dispersal and habitat choice. We found that thermal specialists preferred optimal habitats as predicted by theory, a link that should make specialists more likely to track suitable conditions under environmental changes than expected under the random dispersal assumption. Surprisingly, generalists also performed habitat choice but with a preference for suboptimal habitats. Since this result challenges current theory, we developed a simple metapopulation model to understand under which circumstances such a preference for suboptimal habitats should evolve. We showed that competition between generalists and specialists may favor a preference for niche margins in generalists under environmental variability. Our results demonstrate that the behavioral dimension of dispersal—here, habitat choice—fundamentally alters our predictions of how dispersal evolve with niche specialization, making dispersal behaviors crucial for ecological forecasting facing environmental changes.