Temperature is one of the primary environmental drivers of the distribution of species, and particularly high temperatures challenge physiological processes by disruption of cellular homeostasis. This exerts selection on organisms to maintain cellular homeostasis by adaptive physiological and behavioural responses. The social spider Stegodyphus dumicola is distributed across several climate zones in Southern Africa, and experience high and variable temperatures. Using a common garden design, we investigate adaptive heat stress responses (behavioural thermoregulation and cuticle wax composition) in populations from warmer and cooler temperature niches, and assess evolutionary (fixed) and plastic variation in these traits. Temperature tolerance surpassed 49°C, which is lethal for most ectotherms, with individuals from the warmer location exhibiting the highest tolerance, consistent with local adaptation to environmental conditions. Analyses of cuticle wax revealed compositions consistent with a higher melting temperature (increased chain length and lower occurrence of branching) and therefore better water proofing, both in spiders originating from the warmer location and in spiders acclimated at a higher temperature. This may indicate local adaptation, and very interesting also plastic adjustments over short time scales, as expected if temperature drives changes in cuticle wax composition to conserve water. Spiders exhibited a clear escape response from simulated increasing lethal temperatures, with individuals from a warmer location and kept at higher acclimation temperature showing a lower threshold at which this behaviour was triggered. This corroborates the prediction that stressful temperatures drive both local adaptation and phenotypic plasticity in behavioural thermoregulation. The Bogert-effect predicts that behavioural thermoregulation may relax selection for physiological adaptations, however the presence of adaptive physiological responses in heat tolerance and cuticle wax composition despite the presence of behavioural thermoregulation does not support this prediction. We propose that synergistic effects of multiple adaptive traits shape the thermal biology of species and facilitate the occupancy of different temperature niches.