Because fitness of ectotherms, including reptiles, is highly dependent on temperature and water availability, the study of ecophysiological traits, such as preferred temperature (T p) and water loss rates (WLRs), may provide mechanistic evidence on the restricting factors to the species ranges. The Moorish gecko, Tarentola mauritanica, is a species complex with a circum-Mediterranean distribution. In the Iberian Peninsula, two sister parapatric forms of the complex, known as the Iberian and the European clades, are found. Ecological models previously performed using presence records and bioclimatic variables suggest niche divergence between both lineages correlated with precipitation rather than with temperature. In this study, we test this correlative hypothesis using ecophysiological evidence. In the laboratory, we analyzed the T p and WLRs for 84 adult males from seven distinct populations ascribed to one of the two lineages present in Iberia. Specifically, we evaluated the existence of trait conservatism versus adaptation among populations, lineages, or both. In addition, we tested for a trade-off between water and thermal traits and assessed whether climate regime of sampling localities had any influence on the ecophysiological patterns found. We found that T p is quite conserved at both the population and lineage levels and independent from body size. In contrast, water loss experiments revealed some variation among populations, but the regression analysis failed to detect correlation between T p and WLR at any level. Overall, the European lineage displayed a trend for higher water loss and was more diverse among populations when compared with the Iberian lineage. The lack of correspondence between ecophysiological traits and local climatic conditions favors phylogenetic signal versus adaptation. This suggests divergent evolutionary responses to the environment, mainly acting on water ecology, in both lineages, which may account for the differences in their range expansion.