Climate change is predicted to increase temperature extremes and thus thermal stress on organisms. Animals living in hot deserts are already exposed to high ambient temperatures (T a) making them especially vulnerable to further warming. However, little is known about the effect of extreme heat events on small desert mammals, especially tree-roosting microbats that are not strongly protected from environmental temperature fluctuations. During a heat wave with record T as at Sturt National Park, we quantified the thermal physiology and behaviour of a single free-ranging little broad-nosed (Scotorepens greyii, henceforth Scotorepens) and two inland freetail bats (Mormopterus species 3, henceforth Mormopterus) using temperature telemetry over 3 days. On 11 and 13 January, maximum T a was ∼45.0 °C, and all monitored bats were thermoconforming. On 12 January 2013, when T a exceeded 48.0 °C, Scotorepens abandoned its poorly insulated roost during the daytime, whereas both Mormopterus remained in their better insulated roosts and were mostly thermoconforming. Maximum skin temperatures (T skin) ranged from 44.0 to 44.3 °C in Scotorepens and from 40.0 to 45.8 °C in Mormopterus, and these are the highest T skin values reported for any free-ranging bat. Our study provides the first evidence of extensive heat tolerance in free-ranging desert microbats. It shows that these bats can tolerate the most extreme T skin range known for mammals (3.3 to 45.8 °C) and delay regulation of T skin by thermoconforming over a wide temperature range and thus decrease the risks of dehydration and consequently death.