As global temperatures rise, many animals encounter longer and more intense heat. Behavioral thermoregulation offers a potential means of staying cool, but there is no clear consensus on how to evaluate when thermoregulatory behaviors are actually working. Here, we examine the efficacy of thermoregulatory behaviors in birds. We begin by broadening the definition of avian thermoregulatory behaviors to include actions related to self-maintenance, parental care, and social interactions. We then examine the limitations of these behaviors, focusing on ecological tradeoffs and synergies that constrain their efficacy. Finally, we review the methodologies used to test these behavioral strategies, considering their effectiveness at both proximate and ultimate levels. By examining the role of thermoregulatory behaviors across ecological contexts, we aim to illuminate their potential and limitations as shields in a warming world and highlight avenues for future research.