As global temperatures increase, fish populations at low latitudes are thought to be at risk as they are adapted to narrow temperature ranges and live at temperatures close to their thermal tolerance limits. Numerous studies have documented poleward shifts in the geographic ranges of many tropical fishes in response to increasing temperatures, but few have considered movements among microhabitats. Movements among microhabitats with different temperatures (or temperature profiles) may provide a strategy to cope with changing conditions, and allow fish to behaviourally regulate their thermal environment. Here, we investigated the thermal preferences of a temperature-sensitive coral reef cardinalfish (Cheilodipterus quinquelineatus) and a temperature-tolerant intertidal mudskipper (Periophthalmus argentilineatus). Fishes were exposed to 28°C (average at collection site) or 32°C (predicted end-of century) for 5 weeks prior to experiments. The thermal preference (Tpref) was determined using a shuttlebox system, which allowed fish to behaviourally select their thermal environment. Regardless of treatment temperature, cardinalfish preferred 29.5 ± 0.25°C, approximating the average summer temperatures they experience in the wild. However, 32°C fish moved more frequently to correct their thermal environment than 28°C fish, and daytime movements were more frequent than night-time movements. Mudskippers preferred 26.7 ± 2.1°C regardless of treatment temperature, with fishes exposed to 28°C exhibiting more frequent movements than fishes exposed to 32°C during night-time hours. Understanding temperature-mediated movements is imperative for predicting how ocean warming will influence coral reef species and distribution patterns.