Crested geckos (Correlophus ciliatus, formerly Rhacodactylus ciliatus) were rediscovered in New Caledonia 25 years ago and despite being common in the pet trade, there is no published information on their physiology. We measured thermoregulation (preferred body temperature, thermal set‐point range, and voluntary limits) and performance (thermal performance curves [TPC] for 25 cm sprint speed and 1 m running speed) of adult and juvenile crested geckos in the laboratory to describe their thermal tolerances, differences among life stages, correlations between behavior and performance, and correlations with natural temperatures. Despite lacking special lighting or heating requirements in captivity, crested geckos displayed typical thermal biology for a lizard with no difference among life stages. They thermoregulated to a narrow set‐point range (TSET, 24–28°C), that broadly overlaps natural air temperatures in New Caledonia, during activity. Somewhat surprisingly, the optimal temperature for performance (TOPT, 32°C) was substantially above preferred body temperatures and approximated the average maximum temperature voluntarily experienced (VTMAX, 33°C). Preferred body temperatures, by contrast, corresponded to the lower threshold temperature (Td) where the TPC deviated from exponential, which we suggest is the temperature where performance is optimized after accounting for the costs of metabolic demand and overheating risk. Our results demonstrate that despite their lack of specific requirements when housed in human dwellings, crested geckos actively thermoregulate to temperatures that facilitate performance, and have thermal biology typical of other nocturnal or shade‐dwelling species. Additionally, crested geckos appear at little risk of direct climate change‐induced decline because increased temperatures should allow increased activity.