Different vegetation types can generate variation in microclimates at local scales, potentially buffering species from adverse climates. To determine if species could respond to such microclimates under climatic warming, we evaluated whether ectothermic species (butterflies) can exploit favourable microclimates and alter their use of different habitats in response to year-to-year variation in climate. In both relatively cold (Britain) and warm (Catalonia) regions of their geographical ranges, most species shifted into cooler, closed habitats (e.g. woodland) in hot years, and into warmer, open habitats (e.g. grassland) in cooler years. Additionally, three-quarters of species occurred in closed habitats more frequently in the warm region than in the cool region. Thus, species shift their local distributions and alter their habitat associations to exploit favourable microclimates, although the magnitude of the shift (approx. 1.3% of individuals from open to shade, per degree Celsius) is unlikely to buffer species from impacts of regional climate warming.