Across the globe, birds and mammals are becoming smaller and longer-limbed. Although the cause of these changes is unclear, many argue that each provide thermoregulatory benefits in a warmer world by easing heat dissipation. Here, we show that neither body size nor limb length in a model species (the Japanese quail) influenced metabolic costs of warming during a cold challenge. In the heat, larger body sizes increased metabolic costs of thermoregulation, however, this effect was moderate and almost always negated by cooling from the limbs (>97% of cases). Rearing in the warmth (30°C) relative to the cold (10°C) reduced body sizes and increased limb lengths at adulthood but thermoregulatory benefits of these changes in later heat exposures were absent. Our findings demonstrate that shrinking and shape-shifting are unlikely to ease thermoregulation in contemporary birds or reflect selection for such. Alternative contributors, including neutral or non-adaptive plasticity, should be further investigated.