In many grasslands, grazing by large native or introduced ungulates drives ecosystem structure and function. The behavior of these animals is important as it directs the spatial effects of grazing. To the degree that temperature drives spatial components of foraging, understanding how changes in climate alter grazing behavior will provide guidance for the conservation of ecosystem goods and services. We determined the behavioral response of native bison (Bison bison) and introduced cattle (Bos taurus) to temperature in tallgrass prairie within the Great Plains, USA. We described the thermal environment by measuring operative temperature (the temperature perceived by animals) through space and time. Site selection preferences of ungulates were quantified using resource selection functions. Woody vegetation in tallgrass prairie provided a cooler thermal environment for large ungulates, decreasing operative temperature up to 16 °C in the heat of the summer. Cattle began to seek thermal refugia at lower air temperatures (24 °C) by selecting areas closer to woody vegetation and water sources. Bison, however, sought refugia within wooded areas at higher air temperatures (36 °C), which occurred much less frequently. Both species became more attracted to riparian areas as air temperature increased, with preferences increasing tenfold during the hottest periods. As predicted warming occurs across the Great Plains and other grasslands, grazing behavior and subsequent grazing effects will be altered. Riparian areas, particularly those with both water and woody vegetation, will receive greater utilization and selection by large ungulates. The use of native grazers for conservation or livestock production may mitigate negative effects caused by increased temperatures.