Over the last 50 yr, thermal biology has shifted from a largely physiological science to a more integrated science of behavior, physiology, ecology, and evolution. Today, the mechanisms that underlie responses to environmental temperature are being scrutinized at levels ranging from genes to organisms. From these investigations, a theory of thermal adaptation has emerged that describes the evolution of thermoregulation, thermal sensitivity, and thermal acclimation. We review and integrate current models to form a conceptual model of coadaptation. We argue that major advances will require a quantitative theory of coadaptation that predicts which strategies should evolve in specific thermal environments. Simply combining current models, however, is insufficient to understand the responses of organisms to thermal heterogeneity; a theory of coadaptation must also consider the biotic interactions that influence the net benefits of behavioral and physiological strategies. Such a theory will be challenging to develop because each organism’s perception of and response to thermal heterogeneity depends on its size, mobility, and life span. Despite the challenges facing thermal biologists, we have never been more pressed to explain the diversity of strategies that organisms use to cope with thermal heterogeneity and to predict the consequences of thermal change for the diversity of communities.