Ectotherms utilise a complex array of behavioural and physiological mechanisms to cope with variation in suboptimal thermal environments. However, these mechanisms may be insufficient for population persistence under contemporary climate change, resulting in a greater need to understand how local populations respond to geographic variation in climate. In this study, we explored the potential for local adaptation and acclimation in thermal traits and behaviours using wild and captive populations of a small agamid lizard (the jacky lizard, Amphibolurus muricatus). We predicted that wild lizards from a high elevation site would have cooler thermal preferences compared to those at low elevation sites to match the more restricted thermal resources at higher, cooler elevations. We additionally explored whether variation in thermal traits was due to recent acclimation or fixed population differences, such as due to developmental plasticity or local adaptation. In contrast to our predictions, we found high-elevation lizards began panting at higher temperatures and had higher thermal preferences relative to lower elevation lizards. When allowed to bask freely, there was no difference in the intensity of basking or daily duration of time spent basking between lizards from different elevations. Although the high-elevation lizards appeared to show stronger acclimation to recent air temperatures compared to low-elevation lizards, this difference was not significant. Similarly, captive lizards acclimated under long and short basking regimes showed no major differences in thermal traits or basking behaviour. Our results are consistent with the presence of counter-gradient variation in thermal phenotypes of lizards, and suggest that these are driven by local adaptive responses or developmental effects rather than recent acclimation.