Mechanisms affecting consistent inter-individual behavioural variation (i.e. animal personality) are of wide scientific interest. In poikilotherms, ambient temperature is one of the most important environmental factors with a direct link to a variety of fitness-related traits. Recent empirical evidence suggests that individual differences in boldness are linked to behavioural thermoregulation strategy in heliothermic species, as individuals are regularly exposed to predators during basking. Here, we tested for links between behavioural thermoregulation strategy, boldness and individual state in adult males of the high mountain Carpetan rock lizard (Iberolacerta cyreni). Principal Component Analysis revealed the following latent links in our data: (i) a positive relationship of activity with relative limb length and colour brightness (PC1, 23% variation explained), (ii) a negative relationship of thermoregulatory precision with parasite load and risk-taking (PC2, 20.98% variation explained) and (iii) a negative relationship between preferred body temperature and relative limb length (PC3, 19.23% variation explained). We conclude that differences in boldness and behavioural thermoregulatory strategy could be explained by both stable and labile state variables. The moderate link between behavioural thermoregulatory strategy and risk-taking personality in our system is plausibly the result of differences in reproductive state of individuals or variation in ecological conditions during the breeding season.