Thermoregulation in endotherms allows the maintenance of the body temperature independent of ambient temperature. Experimental data have revealed complex interactions between the physiological mechanisms of thermoregulation and environmental conditions. We derive a nonlinear partial integro-differential dynamical model based on physical first principles and fundamental physiological mechanisms to understand the role of some thermal control mechanisms in the thermoregulation process of endotherms. The model is composed of four layers representing different tissues and it incorporates six thermal feedback control mechanisms. These mechanisms are heat production due to metabolic rate and heat exchange within the body given its internal structure, and the model considers heat exchange due to conduction, heat transport by blood flow, heat exchange with the ambient through convection, radiation, and evaporation from the respiratory tract and superficial evaporation in both passive and active situations. Our model sheds new light on previous explanations about the classic metabolism-ambient temperature Ushaped curve.