We characterize, in both the laboratory and the field, the preferential thermal microenvironments of Paraphysa parvula (Pocock 1903) (Araneae: Theraphosidae), a mygalomorph spider that successfully inhabits the high elevation environments of the Chilean Andes. We studied 116 spiders. Their average body temperature in the field was 31.02 ± 2.74° C, similar to the laboratory preferred temperature of 31.7 ± 2.31° C, and higher than the ideal temperature of reproductive females, 29.34 ± 2.81° C. In non-reproductive spiders, we found significant associations between body temperature and the temperatures of the air, substrate and rocks; however, the strongest association was between body and rock temperatures. Similar results were obtained in reproductive females, but there the best predictor of the body temperature was air temperature in the shelter. In both cases, the air temperature remained below body temperature and well below the temperature of the rocks and stones. Both situations show the importance of behavioral thermoregulation and the mechanisms of heat transfer into the microenvironment in the body temperature regulation of spiders. Conduction from the environment, heat transfer by small convection currents, and radiation from the hot stones constitute small environmental cues that allow these spiders to maintain an optimal temperature. The selection of shelters meeting specific temperature regimes appears to be a key condition for the optimization of female reproductive success and survival of females and juveniles in a high elevation environment.