Many species use behavioural thermoregulation to cope with changes in their thermal environment. Most studies to date, however, have focused either on ectotherms or on endotherms living in warm environments. Here we used heated taxidermic mounts to characterize microclimates available to North American porcupines during the cold Canadian winter. We then examined activity patterns and microhabitat use of wild individuals to test whether porcupines responded behaviourally to changes in thermal conditions. Dens offered good protection against the cold, and porcupines modified their use of dens as thermal conditions became more constraining. They reduced time spent outside of dens, increased the number of activity bouts in a day, and became more diurnal. When outside of dens, they fed more often, but did not change their use of microhabitats as thermal conditions became most constraining. Microhabitats other than dens were less predictable in the protection they offered against cold temperatures. This may be why porcupines based their behavioural thermoregulation strategy on modulating patterns of den use rather than on selecting warmer microclimates when outside of the den. We hypothesize that selection of microhabitats outside of the den was driven by food acquisition or predation risk.