As climate change accelerates, increasing air temperature average and variability pose substantial thermal challenges to animals. While plasticity in thermoregulatory traits could potentially attenuate this impact, whether thermal acclimatisation can occur quickly enough to track weather variability in hot climates is unknown in any endotherm, and sex differences have never been tested. We investigated acclimatisation responsiveness of male and female wild zebra finches to short-term (<2 weeks) summer temperature fluctuations in the Australian desert. Hotter weather before respirometry trials triggered a typical acclimatisation response. However, acclimatisation occurred remarkably rapidly: metabolic rate responded within just one day, while body temperature (Tb) and evaporative cooling capacity (EHL/MHP) were best predicted by weather on the trial day; whereas evaporative water loss responded more slowly (1 week). Nonetheless, rapid acclimatisation only occurred in males; and females had higher Tb and lower evaporative cooling capacity than males, potentially increasing hyperthermia risk. Furthermore, acclimatisation did not translate into greater acute heat tolerance (i.e. ability to tolerate chamber temperature =46°C). Our results therefore reveal surprisingly rapid acclimatisation, and even anticipatory adjustments to heat. However, with no changes in acute heat tolerance, nor in females, phenotypic flexibility may provide only limited buffering against the detrimental impact of heatwaves.