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Abstract The ability to cope with heat is likely to influence species success amidst climate change. However, heat coping mechanisms are poorly understood in wild endotherms, which are increasingly pushed to their thermoregulatory limits.We take an organismal approach to this problem, unveiling how behavioural and physiological responses may allow success in the face of sublethal heat. We experimentally elevated nest temperatures for 4 h to mimic a future climate scenario (+4.5°C) during a critical period of post‐natal development in tree swallows (Tachycineta bicolor).Heat‐exposed nestlings exhibited marked changes in behaviour, including movement to cooler microclimates in the nest. They panted more and weighed less than controls at the end of the four‐hour heat challenge, suggesting panting‐induced water loss. Physiologically, heat induced high levels of heat shock protein (HSP) gene expression in the blood, alongside widespread transcriptional differences related to antioxidant defences, inflammation and apoptosis.Critically, all nestlings survived the heat challenge, and those exposed to milder heat weremorelikely to recruit into the breeding population. Early life but sub‐lethal heat may therefore act as a selective event, with the potential to shape population trajectories.Within the population, individuals varied in their physiological response to heat, namely in HSP gene expression, which exhibited higher mean and higher variance in heat‐exposed nestlings than in controls. Heat‐induced HSP levels were unrelated to individual body mass, or among‐nest differences in brood size, temperature, and behavioural thermoregulation. Nest identity explained a significant amount of HSP variation, yet siblings in the same nest differed by an average of ~4‐fold and individuals in the population differed by as much as ~100‐fold in their HSP response. This massive variation extends previous laboratory work in model organisms showing that heat shock proteins may harbour cryptic phenotypic variation.These results shed light on oft‐ignored elements of thermotolerance in wild birds at a critical stage of post‐natal development. By highlighting the scope of heat‐induced HSP gene expression and coupling it with a suite of organismal traits, we provide a framework for future testing of the mechanisms that shape species success in the face of change. Read the freePlain Language Summaryfor this article on the Journal blog.