Thermal tolerances of organisms play a role in defining geographic ranges and occurrence of species. In Cuba, three sympatric species of Anolis lizards (Anolis allogus, Anolis homolechis, and Anolis sagrei) inhabit different thermal microhabitats. A previous study found that these species showed distinct gene expression patterns in response to temperature stimuli, suggesting the genetically distinct thermal physiology among species. To investigate whether the Anolis species inhabiting locally distinct thermal habitats diverge their thermal tolerances, we first conducted behavioral experiments to analyze the temperatures at which the three Anolis species escape from heat source. Then, for each of the three species, we isolated cDNA encoding a putative molecular heat sensor, transient receptor potential ion channel ankyrin 1 (TRPA1), which has been suggested to play a role on eliciting behavioral responses to heat stimuli. We performed electrophysiological analysis to quantify activation temperature of Anolis TRPA1 to see whether the pattern of divergence in TRPA1 responses is congruent with that of divergence in behavioral responses. We found that temperatures triggering behavioral and TRPA1 responses were significantly lower for shade-dwelling species (A. allogus) than for sun-dwelling species (A. homolechis and A. sagrei). The ambient temperature of shade habitats where A. allogus occurs stays relatively cool compared to that of open habitats where A. homolechis and A. sagrei occur and bask. The high temperature thresholds of A. homolechis and A. sagrei may reflect their heat tolerances that would benefit these species to inhabit the open habitats.