Endotherms vary widely in their capacity to defend sublethal body temperature (Tb) during acute heat exposure. Interspecific variation in the upper thermal limits of small mammals remains poorly studied, particularly in taxa other than bats. We hypothesised that rupicolous elephant shrews (Macroscelidae), on account of their occupancy of above-ground rock crevices in hot habitats and rapid cursorial locomotion, have evolved pronounced heat tolerance capacities. To test this hypothesis, we quantified relationships between Tb, resting metabolic rate (RMR) and evaporative water loss (EWL) in western rock elephant shrews (Elephantulus rupestris) exposed to air temperature (Tair) approaching or exceeding Tb under conditions of low humidity representative of the study population’s arid, winter-rainfall habitat in western South Africa. Our data revealed a pronounced capacity to tolerate Tair > Tb, with E. rupestris tolerating Tair up to 48.0 ± 0.1 °C while defending Tb > 7 °C below Tair (maximum Tb = 41.64 ± 0.16 °C). Three behavioural pathways were employed to dissipate heat: open mouth panting, flattening their body posture, and nose-licking. At the highest experimental Tair values achieved, EWL increased 15.05-fold relative to normothermic levels and heat was dissipated evaporatively at rates equivalent to 174%—240% of metabolic heat production. The heat tolerance limit of Tair = 48 °C in E. rupestris is one of the highest yet recorded in a non-volant small mammal, and our data support the notion that elephant shrews possess a pronounced capacity to avoid lethal hyperthermia during acute heat exposure.