Long-lived organisms are likely to respond to a rapidly changing climate with behavioral flexibility. Animals inhabiting the arid parts of southern Africa face a particularly rapid rise in temperature which in combination with food and water scarcity places substantial constraints on the ability of animals to tolerate heat. We investigated how three species of African antelope—springbok Antidorcas marsupialis, kudu Tragelaphus strepsiceros and eland T. oryx—differing in body size, habitat preference and movement ecology, change their activity in response to extreme heat in an arid savanna. Serving as a proxy for activity, dynamic body acceleration data recorded every five minutes were analyzed for seven to eight individuals per species for the three hottest months of the year. Activity responses to heat during the hottest time of day (the afternoons) were investigated and diel activity patterns were compared between hot and cool days. Springbok, which prefer open habitat, are highly mobile and the smallest of the species studied, showed the greatest decrease in activity with rising temperature. Furthermore, springbok showed reduced mean activity over the 24 h cycle on hot days compared to cool days. Large-bodied eland seemed less affected by afternoon heat than springbok. While eland also reduced diurnal activity on hot days compared to cool days, they compensated for this by increasing nocturnal activity, possibly because their predation risk is lower. Kudu, which are comparatively sedentary and typically occupy shady habitat, seemed least affected during the hottest time of day and showed no appreciable difference in diel activity patterns between hot and cool days. The interplay between habitat preference, body size, movement patterns, and other factors seems complex and even sub-lethal levels of heat stress have been shown to impact an animal's long-term survival and reproduction. Thus, differing heat tolerances among species could result in a shift in the composition of African herbivore communities as temperatures continue to rise, with significant implications for economically important wildlife-based land use and conservation.