Global climate change involves both prolonged periods of higher‐than‐normal temperatures and short but extreme heat waves. Both types of temperature increases are likely to be detrimental to ectotherms, and even if such temperature increases do not cause mortality directly, compensating for such temperature increases will likely entail costs to organisms. We tested the effects of prolonged periods of higher‐than‐average temperatures and short‐term, acute heat stress in wild populations of greater short‐horned lizards (Phrynosoma hernandesi), a temperate, montane lizard of the Colorado Plateau, UT, USA. We transplanted one group of lizards from a high‐ to a low‐elevation site, exposing them to a prolonged period of warmer temperatures. These lizards, exposed to prolonged periods of higher‐than‐average temperatures, experienced no change in sprint speed, endurance, or heat shock protein (HSP) production after treatment compared to baseline levels; however, they had lower water content after the transplant to a warmer climate compared to before the transplant. We exposed a second group of lizards to acute heat stress by exposing them to thermally stressful temperatures for 4 h. These lizards, exposed to a short period of acute heat stress, had no change in endurance, water content, or HSP production following acute heat stress; however, lizards exposed to acute heat stress had slower sprint speeds than control lizards. Our results demonstrate that both prolonged temperature increases and acute heat stress, each of which are predicted to occur with climate change, had different cellular and/or whole organismal‐level effects on lizards.