High environmental temperatures pose significant physiological challenges related to energy and water balance for small endotherms. Although there is a growing literature on the effect of high temperatures on birds, comparable data are scarcer for bats. Those data that do exist suggest that roost microsite may predict tolerance of high air temperatures. To examine this possibility further, we quantified the upper limits to heat tolerance and evaporative cooling capacity in three southern African bat species inhabiting the same hot environment but using different roost types (crevice, foliage or cave). We used flow-through respirometry and compared heat tolerance limits (highest air temperature (Ta) tolerated before the onset of severe hyperthermia), body temperature (Tb), evaporative water loss, metabolic rate, and maximum cooling capacity (i.e., evaporative heat loss/metabolic heat production). Heat tolerance limits for the two bats roosting in more exposed sites, Taphozous mauritianus (foliageroosting) and Eptesicus hottentotus (crevice-roosting), were Ta = ~44 °C and those individuals defended maximum Tb between 41 °C and 43 °C. The heat tolerance limit for the bat roosting in a more buffered site, Rousettus aegyptiacus (cave-roosting), was Ta = ~38 °C with a corresponding Tb of ~38 °C. These interspecific differences, together with a similar trend for higher evaporative cooling efficiency in species occupying warmer roost microsites, add further support to the notion that ecological factors like roost choice may have profound influences on physiological traits related to thermoregulation.