Abstract Mammals in arid zones have to trade off thermal stress, predation pressure, and time spent foraging in a complex thermal landscape. We quantified the relationship between the environmental heat load and activity of a mammal community in the hot, arid Kalahari Desert. We deployed miniature black globe thermometers within the existing Snapshot Safari camera trap grid on Tswalu Kalahari Reserve, South Africa. Using the camera traps to record species' activity throughout the 24‐h cycle, we quantified changes in the activity patterns of mammal species in relation to heat loads in their local environment. We compared the heat load during which species were active between two sites with differing predator guilds, one where lion ( Panthera leo ) biomass dominated the carnivore guild and the other where lions were absent. In the presence of lion, prey species were generally active under significantly higher heat loads, especially during the hot and dry spring. We suggest that increased foraging under high heat loads highlights the need to meet nutritional requirements while avoiding nocturnal activity when predatory pressures are high. Such a trade‐off may become increasingly costly under the hotter and drier conditions predicted to become more prevalent as a result of climate change within the arid and semi‐arid regions of southern Africa.