Many animals employ heterothermy to conserve energy during periods of inactivity, stress, or low resource availability. Unlike homeotherms, these heterotherms have some flexibility in body temperature. Unlike poikilotherms, heterotherms can maintain body temperatures independently from their environments. Heterotherms should thus exhibit fundamentally different responses to suboptimal environmental temperatures than either homeotherms or poikilotherms. In a species of heterothermic bat (Myotis thysanodes), we studied how daily torpor and roost selection could mitigate the energetic consequences of variation in ambient temperature. We then (1) quantified the relationship between ambient temperature and torpor use, (2) simulated daily energy expenditure over a range of roost temperatures, and (3) quantified the influence of roost temperature on roost selection. Bats did not select roosts with specific thermal characteristics, nor did ambient temperature alter patterns of roost selection. This was likely because bats could modulate use of torpor to maintain a consistent level of energy expenditure over the course of a day, irrespective of ambient temperature. Thermoregulatory processes in heterotherms differ from that of homeotherms and poikilotherms, including through behaviours as universal as habitat selection. Unlike homeotherms, bats face little pressure to select warm habitats to avoid heat loss during periods of inactivity--bats can use daily torpor to fully offset any increases in energy expenditure from maintaining homeothermy at colder temperatures.