The phlebotomine sand fly Lutzomyia longipalpis is the primary insect vector of visceral leishmaniasis in the Americas. For ectothermic organisms such as sand flies, the ambient temperature is a critical factor influencing all aspects of their life. However, the impact of temperature has been ignored in previous investigations of stress-induced responses by the vector, such as taking a blood meal or during Leishmania infection. Therefore, this study explored the interaction of Lu. longipalpis with temperature by evaluating sand fly behaviour across a thermal gradient after sugar or blood-feeding, and infection with Leishmania mexicana. Thermographic recordings of sand fly females fed on mice were analysed, and the gene expression of heat shock proteins HSP70 and HSP90(83) was evaluated when insects were exposed to extreme temperatures or infected. The results showed that 72h after blood ingestion females of Lu. longipalpis became less active and preferred relatively low temperatures. However, at later stages of blood digestion females increased their activity and remained at higher temperatures prior to taking a second blood meal; this behaviour seems to be correlated with the evolution of their oocysts and voracity for a second blood meal. No changes in the temperature preferences of female sand flies were recorded in the presence of a gut infection by Le. mexicana, indicating that this parasite has not triggered behavioural immunity in Lu. longipalpis. Real-time imaging showed that the body temperature of female flies feeding on mice increased to the same temperature as the host within a few seconds after landing. The body temperature of females remained around 35 ± 0.5 °C until the end of blood-feeding, revealing a lack of thermoregulatory behaviour. Analysis of expression of heat shock proteins revealed insects increased expression of HSP90(83) when exposed to higher temperatures, such as during blood feeding. Our findings suggest that Lu. longipalpis interacts with the environmental temperature by using its behaviour to avoid temperature-related physiological damage during the gonotrophic cycle. However, the expression of certain heat shock proteins might be triggered to mitigate against thermal stress in situations where a behavioural response is not the best option.