As regional climates continue to warm, climate-sensitive species might increasingly depend on microclimates to maintain normal activities. The American pika (Ochotona princeps) has been suggested as a sentinel of montane climate change, largely due to its sensitivity to warm temperatures and high exposure to changing climatic conditions. Pikas use talus to thermoregulate and have been shown to persist more often in talus slopes that create stable microclimates. However, many studies of pika behavior and persistence use metrics of climate measured above the talus surface, outside of the proposed microclimates that pikas can access. We paired fine-scale microclimate measurements with behavioral observations of uniquely tagged pikas in the Colorado Rocky Mountains to model how pikas might use talus subsurface habitat as a microrefuge. Our findings suggest that pikas spend more time on the surface of the talus when there is a stronger gradient in temperatures between “shallow” (0.1 m below the surface) and “deep” (1 m below the surface) regions of the talus, especially during the middle of the day when shallow temperatures are warmer. These results underscore the importance of pairing fine-scale data on microclimate with behavioral observations of tagged individuals to more accurately evaluate how animals might use climate refugia to persist in changing conditions.