Colour polymorphic species often exhibit variation in morphology, physiology, and behaviour among morphs. In particular, dominance status may be signalled by the interaction between behaviour and colour morph. Behavioural traits associated with dominance include boldness, exploration, and aggression, which influence access to preferred habitat, territorial defence, and mate acquisition. In ectotherms, the social structure associated with morphs may result in the exploitation of structural niches differing in thermal quality. Hence, social interactions among morphs may generate concordant variation in thermal preference and environmental temperature. However, few studies have assessed thermal preference variation in colour polymorphic species and its covariation with behaviour. Doing so can provide insight into niche specialization and the maintenance of colour polymorphism in populations. Here, we investigated the patterns of covariation in boldness behaviour, exploratory behaviour, and thermal preference in the tree lizard, Urosaurus ornatus. We assessed trait variation between territorial and non-territorial male morphs and between orange and yellow female morphs. Boldness and exploratory behaviour were repeatable in male U. ornatus and bolder individuals were significantly more likely to incur tail loss, a potential consequence of bold behaviour. Territorial male morphs were significantly bolder and more exploratory and preferred higher body temperatures with a narrower T set than non-territorial morphs. Female morphs did not vary in behavioural or thermal traits. This study highlights behavioural mechanisms that underly ecological niche segregation and variable habitat use between morphs in a colour polymorphic species.