Roost selection by insectivorous bats in temperate regions is presumably influenced by roost microclimates in relation to thermoregulatory strategies, but few studies have included temperature measurements in habitat selection models. Rocky landscape features are an important source of roosts that provide both shelter from predators and beneficial microclimates for bats. Most information about rock-roosting bats has been derived from western North America. We studied microhabitat selection by the Eastern Small-footed Myotis (Myotis leibii) on natural talus slopes and human-made stone structures in the Appalachian Mountains of Virginia and New Hampshire, relative to thermal and structural characteristics of rock crevices. Roosts were located with a combination of radiotelemetry and randomized visual surveys. Roost-switching behavior and structural characteristics of roosts did not appear to be influenced by the methods we used to locate roosts. Compared to random crevices, both sexes selected crevices with narrow openings, likely to provide protection from predators. Reproductive females also selected rocks that were larger and more thermally stable than random crevices, whereas males selected crevices that were structurally similar to random crevices but warmed more during the day. Rock size and other structural characteristics influenced temperatures of roosts and random crevices alike by inhibiting excessive daytime heating and nighttime cooling. Because large rocks were important for reproductive females, and talus slopes with large rocks could be limited, we recommend including rock size as a variable in landscape scale habitat assessments for Eastern Small-footed Myotis. Protecting or managing for habitat features with large rocks that receive high solar exposure could benefit Eastern Small-footed Myotis, and perhaps other rock-roosting species.