Roost use by bats is likely affected by their water balance and thermoregulatory abilities. To test this hypothesis, we explored the relationship between 4 traits of different species of bats (body size, general food habits, taxonomic group, and thermoregulatory pattern) and microclimates at roosts (temperature and humidity). We recorded roost variables and presence of bats in 18 caves from 5 contrasting biomes in central Mexico. There was little evidence of microclimatic specificity among the 23 species studied, but maternity colonies used warmer roosts and hibernating bats used cooler roosts. Heterothermic species (Vespertilionidae) used colder caves with the widest temperature range (1.6–29.8°C), whereas homeothermic species (Emballonuridae, Mormoopidae, Phyllostomidae, and Natalidae) occupied warmer roosts (14.5–37.5°C). Within these caves, precise (narrow body temperature range) homeotherms occupied slightly cooler roosts than more labile homeotherms. Body size alone was not associated with cave use patterns. However, when homeotherms and heterotherms were examined separately, body size and temperature were negatively correlated. The smallest homeothermic insectivorous species (<10 g) consistently occupied roosts with temperatures >20°C (more often >25°C), whereas only the largest homeothermic insectivores were found as low as 16°C. Frugivorous, nectarivorous, and sanguivorous bats were found in a wide range of temperatures (14.5–37°C), but often at <20°C. Humidity in roosts was highly variable for most species and we did not detect any trend regarding this factor. Our data suggest that the thermoregulatory ability resulting from the complex interaction of body size, type of food, and taxonomic affiliation constrains species with respect to types of roosts that they can successfully exploit. Our results support the hypothesis that temperature is the most important physical factor influencing roost selection in bats.