Ambient temperature considerably affects the physiology and behavior of mammals. Thermosensory and thermoregulatory abilities play an important role in the response to changing ambient temperature in endotherms. However, the molecular mechanisms of behavioral thermoregulation remain poorly understood. Transient receptor potential vanilloid‐1 (TRPV1) is activated by changes in ambient temperature and is involved in acute thermoregulation. Here, we aimed to determine whether TRPV1 is involved in behavioral thermoregulation in wild rodents by conducting 2 experiments. In the first, 42 adult Mongolian gerbils (Meriones unguiculatus; 14 per treatment) were randomly assigned to 3 housing temperatures (4, 23, and 36°C) for 4 weeks. In the second, 20 gerbils (10 per treatment) were randomly injected with capsaicin (TRPV1 agonist) or AMG517 (TRPV1 antagonist). The results showed a significant decrease in food intake and non‐shivering thermogenesis in the gerbils housed at 36°C. Additionally, there was a significant increase in the preference of gerbils housed at 4°C to low temperatures. The expression of TRPV1 protein in the brown adipose tissue (BAT) and liver was significantly positively correlated with that of protein kinase A (PKA). The expression of TRPV1 and PKA proteins in the BAT was positively correlated with the temperature preference of the gerbils. The gerbils injected with capsaicin preferred significantly lower temperatures than the control group gerbils. These findings suggest that TRPV1 and PKA are involved in behavioral thermoregulation in Mongolian gerbils.