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The thermal requirements of ectotherms may vary among species due to adaptation to different thermal environments. Nevertheless, some of these requirements are evolutionarily conserved, leading organisms to compensate behaviorally for harsh environmental conditions. High-mountain systems provide temperature gradients that allow for studies of evolutionary and plastic variation in thermal ecology under natural conditions. We evaluated the thermoregulation strategies of Sceloporus grammicus Wiegmann, 1828 at three points (2600, 3100, and 4150 m above sea level) along an altitudinal gradient. We found that the thermal quality of the site and the body temperatures of lizards are influenced by altitude and decrease with increasing elevation. However, lizards from the three different elevations have similar thermal requirements. High-altitude lizards have lower thermal accuracy and efficiency indices compared with those from the lower sites, owing to the low thermal quality of their environment. Nevertheless, they are efficient in thermoregulation, increasing their body temperature above the ambient temperature. We found that pregnant females from all three elevations had similar preferred body temperatures. Compared with nonpregnant females and males, they exhibited lower preferred temperatures and more accurate thermoregulation. The wide altitudinal distribution of S. grammicus is thus not caused by variable thermal requirements. Instead, the wide repertoire of physiological and behavioral strategies of these lizards allows this species to successfully inhabit contrasting environments.