Abstract Thermal adaptation theory posits that variation of thermal traits such as those affecting thermal budgets and the performance of ectotherms should be associated with climate gradients. Under a simple scenario, thermal traits should also co-vary to shape optimal thermal phenotypes under a particular climate. However, geographical variation and covariation of thermal traits can result from other sources of selection and a wide range of other mechanisms. Here, we explore variation and covariation of skin reflectance (melanization), body size and thermal performance traits among three populations of the lizard Cordylus cordylus, a species endemic to South Africa. We also examine relationships between skin reflectance and substrate reflectance, body size and crevice size to test alternative hypotheses. We found partial support for predictions of thermal adaptation to climate regimes for body size, melanization and chill-coma recovery time. Darker lizards also performed optimally at higher temperatures than lighter coloured lizards but there was limited individual covariation between morphological and performance traits. Despite partial support for thermal adaptation, the complex interactions between sex and body size and between substrate reflectance and size underlying skin reflectance emphasized the importance of testing multiple hypotheses when exploring drivers of thermal trait variation within species.