Mammals in drylands are facing not only increasing heat loads but also reduced water and food availability as a result of climate change. Insufficient water results in suppression of evaporative cooling and therefore increases in body core temperature on hot days, while lack of food reduces the capacity to maintain body core temperature on cold nights. Both food and water shortage will narrow the prescriptive zone, the ambient temperature range over which body core temperature is held relatively constant, which will lead to increased risk of physiological malfunction and death. Behavioural modifications, such as shifting activity between night and day or seeking thermally buffered microclimates, may allow individuals to remain within the prescriptive zone, but can incur costs, such as reduced foraging or increased competition or predation, with consequences for fitness. Body size will play a major role in predicting response patterns, but identifying all the factors that will contribute to how well dryland mammals facing water and food shortage will cope with increasing heat loads requires a better understanding of the sensitivities and responses of mammals exposed to the direct and indirect effects of climate change.