Birds inhabiting hot, arid ecosystems contend with trade-offs between heat dissipation and water conservation. As temperatures increase, passerines engage in various behaviors to reduce exposure to heat, solar radiation and insolation, and reradiation of heat from the ground. These responses to rising temperatures may result in subordination of reproductive urgency or nutrient acquisition to the need for thermoregulation. During studies on Arizona Grasshopper Sparrow (Ammodramus savannarum ammolegus) life history and ecology, we noted that these sparrows abandoned territoriality and foraging behaviors under certain circumstances in favor of cooler microsites. In this paper we document the extreme temperatures to which these and other ground-foraging and ground-nesting birds are exposed in southwestern desert grasslands, and we present evidence that A. s. ammolegus avoids exposure to extreme air and ground temperatures by using shrubs as thermal refugia. Our observations have implications for Arizona Grasshopper Sparrows and other desert grassland passerines in the southwestern United States, where the climate is projected to become hotter and drier. We provide some of the only behavioral data, and associated temperature data, associated with the use of thermal refugia by desert grassland birds. We encourage further studies that use more robust methods to supplement our observational data.