1. Thermoregulatory behaviour enables ectotherms to maintain preferred body temperatures across a range of environmental conditions, and it may buffer individuals against the effects of climate warming. In lizards, the mechanism underlying variation in thermoregulatory behaviour has long been assumed to be phenotypic plasticity, and while this assumption has been difficult to test using wild populations in natural habitat, it has critical implications for how variation in thermoregulation is incorporated in models designed to predict outcomes of climate change on ectotherms. 2. We continuously recorded one component of thermoregulatory behaviour, light-environment use, by two wild populations of desert short-horned lizards (Phrynosoma hernandesi) occurring at low (warm) and high (cool) elevations. We then reciprocally transplanted lizards and recorded their light-environment use when exposed to a novel climate at the transplant site. 3. Immediately following the reciprocal transplant to a novel climate, lizards from both populations adjusted their light-environment use and matched the light-environment use exhibited by local lizards at that site. 4. This study provides direct empirical evidence that lizards can immediately adjust light-environment use, one component of thermoregulatory behaviour, via phenotypic plasticity to match local the local environment. Our results provide hope that lizards may have some capacity to buffer against climate change by adjusting their light-environment use to compensate for warmer environmental temperatures.