Given their relatively small body size, high thermoregulatory costs, and low metabolic rate, we tested the hypothesis that red squirrels (Tamiasciurus hudsonicus) would employ bouts of daily torpor to save energy during winter. We collected data on body temperature (T_b) using surgically implanted data loggers for squirrels in the Cypress Hills region of Saskatchewan, where extended periods of cold snowy weather make foraging difficult and should lead to high levels of energy expenditure. Based on over 8000 measurements from 4 animals over 3 winters, we found no evidence for torpor use. However, T_b was lowest in January and highest in September and May, and mean monthly T_b was correlated with mean monthly ambient temperature (T_a). Given that taxonomically related species can and do use torpor, it remains to be determined what makes heterothermy in this species costly to the extent that its use is precluded.