The thermal quality of the habitat is key for the regulation of body temperature in terrestrial ectotherms and, therefore, permits them to carry out their fundamental biological activities. In thermally heterogeneous environments, ectotherms might follow different behavioral or physiological strategies to maintain their body temperature within biologically adequate boundaries, for which they depend on microhabitat selection. These aspects are, thus, relevant in the context of habitat degradation and land-use change. In this study, we characterized the thermal ecology of three lizard species (genus Xantusia) that differ in microhabitat use along the Baja California peninsula, Mexico. We made three predictions: (1) the three species will follow different thermoregulatory strategies according to habitat thermal quality; (2) the thermal requirements and tolerances of these species will match the environmental or microenvironmental thermal conditions; and (3) due to their habitat and range restriction, the species studied will be highly vulnerable to climate change. Our results indicate the existence of thermoregulatory mechanisms in Xantusia to face thermal heterogeneity, including behavioral thermoregulation by choosing different microhabitats, shifts in activity periods, and adaptation to particular high thermal quality microhabitats. Furthermore, despite their association to specific microhabitats and specialized physiology, the studied species will not be adversely affected by climate change, as the increased microenvironmental temperatures will lead to a higher habitat thermal quality and lower costs of thermoregulation. However, we do not discard other indirect adverse effects of climate change not considered in this study.