Cape fur seal (Arctocephalus pusillus) pups spend the first weeks of life exclusively or mainly ashore. They are exposed to intense solar radiation and high temperatures for long time periods, which results in temperatures up to at least 80°C on their black natal coat. To test the hypothesis that the natal coat has a crucial function in coping with these extreme conditions, we investigated the insulating properties of the natal coat in six captive newborn Cape fur seals during the first 50 days after birth. The natal fur differs from the adult fur not only in colour, but also in density, structure, and water repellence. We measured temperature on the fur surface and within the fur, as well as skin and rectal temperature under varying environmental conditions, comparable to the species' habitat. Experiments were designed to not influence the spontaneous behaviour of the pups. Rectal temperature was constant as long as the pups stayed dry, even during long-lasting intense solar radiation for up to 3 h. Skin temperature remained close to rectal temperature as long as the fur was dry, while with wet fur, skin temperature was significantly reduced as well. Our results show that the natal coat provides an effective insulation against overheating. The severely reduced insulation of wet natal fur against cold supports the assumption that the natal fur is an adaptation to the pups' terrestrial phase of life.