Food processing is costly, potentially limiting the energy and time devoted to other essential functions such as locomotion or reproduction. In ectotherms, post-prandial thermophily, the selection of a warm environmental temperature after feeding, may be advantageous in minimizing the duration of this elevated cost. Although present in many vertebrate taxa, this behaviour had not previously been observed in invertebrates. Sanguivorous leeches ingest large blood meals that are costly to process and limit mobility until excess fluid can actively be expelled to reduce body volume. When presented with a temperature gradient from 10°C to 30°C, leeches select a temperature that is significantly warmer (24.3 ± 0.9°C, n = 6) than their acclimation temperature (T(a), 21°C). Unfed leeches preferred temperatures that were significantly cooler than ambient (12.8 ± 0.9°C, n = 6). This behavioural strategy is consistent with minimizing the time course of elevated post-feeding energy costs and reducing energy expenditure during fasting. Our observations raise the possibility that thermoregulatory behaviour of this type is an unrecognized feature of other invertebrate taxa.