Physiological thermal-tolerance limits of terrestrial ectotherms often exceed local air temperatures, implying a high degree of thermal safety (an excess of warm or cold thermal tolerance). However, air temperatures can be very different from the equilibrium body temperature of an individual ectotherm. Here, we compile thermal-tolerance limits of ectotherms across a wide range of latitudes and elevations and compare these thermal limits both to air and to operative body temperatures (theoretically equilibrated body temperatures) of small ectothermic animals during the warmest and coldest times of the year. We show that extreme operative body temperatures in exposed habitats match or exceed the physiological thermal limits of most ectotherms. Therefore, contrary to previous findings using air temperatures, most ectotherms do not have a physiological thermal-safety margin. They must therefore rely on behavior to avoid overheating during the warmest times, especially in the lowland tropics. Likewise, species living at temperate latitudes and in alpine habitats must retreat to avoid lethal cold exposure. Behavioral plasticity of habitat use and the energetic consequences of thermal retreats are therefore critical aspects of species' vulnerability to climate warming and extreme events.