Climate change threatens biodiversity by constraining animals’ ability to balance energy and water budgets, shaping behaviour, distribution, survival and fitness. However, predicting how species respond to climate change remains challenging due to intra- and interspecific variation in thermal tolerances, behavioural flexibility and the structure of surrounding landscapes. Biophysical models offer a unique opportunity to understand these variations by mechanistically linking physiology, behaviour and microclimates. Using two model systems, we demonstrate the how biophysical models integrate physiology and behaviour to predict animal responses to climate change. First, we show the importance of behavioural and microclimate parameterisation for predicting patterns of thermoregulation (i.e. evaporative water loss, body temperature) in free-ranging birds. We found that oversimplified or assumed behaviours can lead to substantial errors in estimates of energy expenditure, evaporative water loss, and thermal exposure. Second, we show that when detailed physiological response data are available, biophysical models can successfully predict fine-scale thermoregulatory behaviours, including habitat use. We provide a framework that highlights how behavioural data refine physiological predictions of acute thermal responses, while physiological data also generate testable hypotheses about animal behaviour in the face of changing climates. Most importantly, accurate parameterisation is essential for improving mechanistic forecasts of climate vulnerability and for translating model outputs into robust, biologically informed conservation strategies.