We tested three non-exclusive hypotheses that the lizard, Gymnodactylus carvalhoi, lives in termitaria to avoid thermal extremes, to avoid predators, or because of an abundance of food (dietary specialist). We first confirm that these geckos are restricted to termitaria in the region studied. Body temperatures (Tb) of geckos averaged below environmental temperatures during day outside of termitaria and above outside temperatures at night; Tb averaged only slightly higher than temperatures inside termitaria. We conclude that thermal constraints in Cerrado habitats lacking rocks restrict Gymnodactylus to termite nests. High frequencies of tail loss and the presence of many potential predators within termitaria suggest high encounter rates with predators, indicating that predation pressure does not restrict these geckos to termite nests. Dietary data indicate that G. carvalhoi is a termite specialist. Published data indicate that other Gymnodactylus species and populations are also termite specialists, even though several live primarily outside termitaria (in crevices and under rocks). An evolutionary history of termite specialization and low thermal requirements in the clade (Gymnodactylus) predispose them to feed on termites within the termitaria.