In many regions, the frequency and duration of summer heatwaves is predicted to increase in future. Hotter summers could result in higher temperatures inside lizard nests, potentially exposing embryos to thermally stressful conditions during development. Potentially, developmentally plastic shifts in thermal tolerance could allow lizards to adapt to climate warming. To determine how higher nest temperatures affect the thermal tolerance of hatchling geckos, we incubated eggs of the rock-dwelling velvet gecko, Amalosia lesueurii, at two fluctuating temperature regimes to mimic current nest temperatures (mean 23.2°C, range 10–33°C, ‘cold’) and future nest temperatures (mean 27.0°C, range 14–37°C, ‘hot’). Hatchlings from the hot incubation group hatched 27 days earlier and had a lower critical thermal maximum (CTmax 38.7°C) and a higher critical thermal minimum (CTmin 6.2°C) than hatchlings from cold incubation group (40.2 and 5.7°C, respectively). In the field, hatchlings typically settle under rocks near communal nests. During the hatching period, rock temperatures ranged from 13 to 59°C, and regularly exceeded the CTmax of both hot- and cold-incubated hatchlings. Because rock temperatures were so high, the heat tolerance of lizards had little effect on their ability to exploit rocks as retreat sites. Instead, the timing of hatching dictated whether lizards could exploit rocks as retreat sites; that is, cold-incubated lizards that hatched later encountered less thermally stressful environments than earlier hatching hot-incubated lizards. In conclusion, we found no evidence that CTmax can shift upwards in response to higher incubation temperatures, suggesting that hotter summers may increase the vulnerability of lizards to climate warming.