Adaptive heterothermy and selective brain cooling are regarded as important thermal adaptations of large arid-zone mammals. Adaptive heterothermy, a process which reduces evaporation by storing body heat, ought to be enhanced by ambient heat load and by water deficit, but most mammals studied fail to show at least one of those attributes. Selective brain cooling, the reduction of brain temperature below arterial blood temperature, is most evident in artiodactyls, which possess a carotid rete, and traditionally has been considered to protect the brain during hyperthermia. The development of miniature ambulatory data loggers for recording body temperature allows the temperatures of free-living wild mammals to be measured in their natural habitats. All the African ungulates studied so far, in their natural habitats, do not exhibit adaptive heterothermy. They have low-amplitude nychthemeral rhythms of temperature, with mean body temperature over the night exceeding that over the day. Those with carotid retes (black wildebeest, springbok, eland) employ selective brain cooling but zebra, without a rete, do not. None of the rete ungulates, however, seems to employ selective brain cooling to prevent the brain overheating during exertional hyperthermia. Rather, they use it at rest, under moderate heat load, we believe in order to switch body heat loss from evaporative to non-evaporative routes.