Populations of pygmy grasshoppers, Tetrix subulata, display genetically coded discrete variation in colour pattern and there are differences among morphs in the capacity to achieve body heating. To determine whether colour morphs differ in thermal physiology, I assessed reaction distance and jumping performance of individuals belonging to different morphs at two different temperatures. Individuals allowed a potential predator to approach less closely and jumped longer distances at high than at low temperature. My analyses also uncovered variation among morphs in average reaction distance and jumping capacity, as well as in thermal sensitivity of these two traits. Matrix correlation analysis further revealed that pair-wise differences between morphs in thermal sensitivity of jumping performance (but not reaction distance) could be accurately predicted by differences in body temperatures preferred in a laboratory thermal gradient. These results support the view that morphology, behaviour and thermal physiology of ectotherms may evolve in concert. The relationship between reaction distance and jumping performance varied among colour morphs at high temperature, and the common within-morph relationship between these two traits deviated from the corresponding among-morph relationship. This suggests that the variation among morphs has partially arisen through active divergence, with selection having influenced both traits and modifications having occurred to different degrees in different morphs. My data further suggest that pale colour morphs, with a limited capacity to attain high body temperatures, may not necessarily be at a selective disadvantage, because their physiology may be adapted to lower body temperatures.