Body temperature (T(b)) profoundly affects the fitness of ectotherms. Many ectotherms use behavior to control T(b) within narrow levels. These temperatures are assumed to be optimal and therefore to match body temperatures (Trmax) that maximize fitness (r). We develop an optimality model and find that optimal body temperature (T(o)) should not be centered at Trmax but shifted to a lower temperature. This finding seems paradoxical but results from two considerations relating to Jensen's inequality, which deals with how variance and skew influence integrals of nonlinear functions. First, ectotherms are not perfect thermoregulators and so experience a range of T(b). Second, temperature-fitness curves are asymmetric, such that a T(b) higher than Trmax depresses fitness more than will a T(b) displaced an equivalent amount below Trmax. Our model makes several predictions. The magnitude of the optimal shift (Trmax - To) should increase with the degree of asymmetry of temperature-fitness curves and with T(b) variance. Deviations should be relatively large for thermal specialists but insensitive to whether fitness increases with Trmax ("hotter is better"). Asymmetric (left-skewed) T(b) distributions reduce the magnitude of the optimal shift but do not eliminate it. Comparative data (insects, lizards) support key predictions. Thus, "suboptimal" is optimal.