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Animals native to the hypoxic and cold environment at high altitude provide an excellent opportunity to elucidate the integrative mechanisms underlying the adaptive evolution and plasticity of complex traits. The capacity for aerobic thermogenesis can be a critical determinant of survival for small mammals at high altitude, but the physiological mechanisms underlying the evolution of this performance trait remain unresolved. We examined this issue by comparing high-altitude deer mice ( Peromyscus maniculatus ) with low-altitude deer mice and white-footed mice ( P. leucopus ). Mice were bred in captivity and adults were acclimated to each of four treatments: warm (25°C) normoxia, warm hypoxia (12 kPa O 2 ), cold (5°C) normoxia or cold hypoxia. Acclimation to hypoxia and/or cold increased thermogenic capacity in deer mice, but hypoxia acclimation led to much greater increases in thermogenic capacity in highlanders than in lowlanders. The high thermogenic capacity of highlanders was associated with increases in pulmonary O 2 extraction, arterial O 2 saturation, cardiac output and arterial–venous O 2 difference. Mechanisms underlying the evolution of enhanced thermogenic capacity in highlanders were partially distinct from those underlying the ancestral acclimation responses of lowlanders. Environmental adaptation has thus enhanced phenotypic plasticity and expanded the physiological toolkit for coping with the challenges at high altitude.