This study aimed at documenting whether dromedary camels have a preference for shade and how their behavior would change depending on the presence of shade and variable space allowance. A total of 421 animals kept in 76 pens (66 with shelter (Group 1), and 10 without shelter (Group 2)) at the camel market in Doha (Qatar) were recorded for 1 min around 11:00 a.m. when the temperature was above 40 °C. The number of animals in the sun and shade and their behaviors were analyzed using an ad libitum sampling method and an ad hoc ethogram. The results of a chi-square test indicated that camels in Group 1 had a clear preference for shade (p < 0.001). The majority of Group 1 camels were indeed observed in the shade (312/421; 74.11%). These camels spent more time in recumbency and ruminating, while standing, walking, and self-grooming were more commonly expressed by the camels in the sun (p < 0.001). Moreover, locomotory stereotypic behaviors (i.e., pacing) increased as space allowance decreased (p = 0.002). Based on the findings of this pilot study, camels demonstrated a preference for shade; shade seemed to promote positive welfare, while overcrowding seemed to trigger stereotypy and poor welfare. Overall, our preliminary results are novel and provide evidence that shaded areas are of paramount importance for camel welfare. Further research, involving designed studies at multiple locations is needed to confirm these results.