1. Heat dissipation limit theory posits that energy available for growth and reproduction in endotherms is limited by their ability to dissipate heat. In mammals, endogenous heat production increases markedly during gestation and lactation, and thus female mammals may be subject to greater thermal constraints on energy expenditure than males. Such constraints likely have important implications for behaviour and population performance in a warming climate. 2. We used a mechanistic simulation model based on the first principles of heat and mass transfer to study thermal constraints on activity (both timing and intensity) of captive female grizzly bears Ursus arctos in current and future climate scenarios. We then quantified the relative importance of regulatory behaviours for maintaining heat balance using GPS telemetry locations of lactating versus non-lactating female bears from Yellowstone National Park, and assessed the degree to which costs of thermoregulation constrained the distribution of sampled bears in space and time. 3. Lactating female bears benefitted considerably more from behavioural cooling mechanisms (e.g. partial submersion in cool water or bedding on cool substrate) than non-lactating females in our simulations; the availability of water for thermoregulation increased the number of hours during which lactating females could be active by up to 60% under current climatic conditions and by up to 43% in the future climate scenario. Moreover, even in the future climate scenario, lactating bears were able to achieve heat balance 24 hr/day by thermoregulating behaviourally when water was available to facilitate cooling. 4. The most important predictor of female grizzly bear distribution in Yellowstone, regardless of reproductive status, was elevation. However, variables associated with the thermal environment were relatively more important for predicting the distribution of lactating than non-lactating female bears. 5. Our results suggest that the costs of heat dissipation, which are modulated by climate, may impose constraints on the behaviour and energetics of large endotherms like grizzly bears, and that access to water for cooling will likely be an increasingly important driver of grizzly bear distribution in Yellowstone as the climate continues to warm.