Species Distribution Modelling (SDM) determines habitat suitability of a species across geographic areas using macro-climatic variables; however, micro-habitats can buffer or exacerbate the influence of macro-climatic variables, requiring links between physiology and species persistence. Experimental approaches linking species physiology to micro-climate are complex, time consuming and expensive. E.g., what combination of exposure time and temperature is important for a species thermal tolerance is difficult to judge a priori. We tackled this problem using an active learning approach that utilized machine learning methods to guide thermal tolerance experimental design for three kissing-bug species (Hemiptera: Reduviidae: Triatominae), vectors of the parasite causing Chagas disease. As with other pathogen vectors, triatomines are well known to utilize micro-habitats and the associated shift in microclimate to enhance survival. Using a limited literature-collected dataset, our approach showed that temperature followed by exposure time were the strongest predictors of mortality; species played a minor role, and life stage was the least important. Further, we identified complex but biologically plausible nonlinear interactions between temperature and exposure time in shaping mortality, together setting the potential thermal limits of triatomines. The results from this data led to the design of new experiments with laboratory results that produced novel insights of the effects of temperature and exposure for the triatomines. These results, in turn, can be used to better model micro-climatic envelope for the species. Here we demonstrate the power of an active learning approach to explore experimental space to design laboratory studies testing species thermal limits. Our analytical pipeline can be easily adapted to other systems and we provide code to allow practitioners to perform similar analyses. Not only does our approach have the potential to save time and money: it can also increase our understanding of the links between species physiology and climate, a topic of increasing ecological importance.Author summarySpecies Distribution Modelling determines habitat suitability of a species across geographic areas using macro-climatic variables; however, micro-habitats can buffer or exacerbate the influence of macro-climatic variables, requiring links between physiology and species persistence. We tackled the problem of the combination of exposure time and temperature (a combination difficult to judge a priori) in determining species thermal tolerance, using an active learning approach that utilized machine learning methods to guide thermal tolerance experimental design for three kissing-bug species, vectors of the parasite causing Chagas disease. These bugs are found in micro-habitats with associated shifts in microclimate to enhance survival. Using a limited literature-collected dataset, we showed that temperature followed by exposure time were the strongest predictors of mortality, that species played a minor role, that life stage was the least important, and a complex nonlinear interaction between temperature and exposure time in shaping mortality of kissing bugs. These results led to the design of new laboratory experiments to assess the effects of temperature and exposure for the triatomines. These results can be used to better model micro-climatic envelope for species. Our active learning approach to explore experimental space to design laboratory studies can also be applied to other environmental conditions or species.