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Heterothermy, a variability in body temperature beyond the normal limits of homeothermy, is widely viewed as a key adaptation of arid-adapted ungulates. However, desert ungulates with a small body mass, i.e. a relatively large surface area-to-volume ratio and a small thermal inertia, are theoretically less likely to employ adaptive heterothermy than are larger ungulates. We measured body temperature and activity patterns, using implanted data loggers, in free-ranging Arabian oryx (Oryx leucoryx, +/- 70 kg) and the smaller Arabian sand gazelle (Gazella subgutturosa marica, +/- 15 kg) inhabiting the same Arabian desert environment, at the same time. Compared to oryx, sand gazelle had higher mean daily body temperatures (F-1,F-6 = 47.3, P = 0.0005), higher minimum daily body temperatures (F-1,F-6 = 42.6, P = 0.0006) and higher maximum daily body temperatures (F-1,F-6 = 11.0, P = 0.02). Despite these differences, both species responded similarly to changes in environmental conditions. As predicted for adaptive heterothermy, maximum daily body temperature increased (F-1,F-6 = 84.0, P < 0.0001), minimum daily body temperature decreased (F-1,F-6 = 92.2, P < 0.0001), and daily body temperature amplitude increased (F-1,F-6 = 97.6, P < 0.0001) as conditions got progressively hotter and drier. There were no species differences in activity levels, however, both gazelle and oryx showed a biphasic or crepuscular rhythm during the warm wet season but shifted to a more nocturnal rhythm during the hot dry season. Activity was attenuated during the heat of the day at times when both species selected cool microclimates. These two species of Arabian ungulates employ heterothermy, cathemerality and shade seeking very similarly to survive the extreme, arid conditions of Arabian deserts, despite their size difference.