To understand species climatic vulnerability, our measures of their thermal tolerance should predict their geographic thermal limits. Yet, this assumption is mostly ungranted. We tested if animals heat tolerance restrict the warmest temperatures they can live at (Tmax), distinguishing among species differently challenged by their thermal environment. For that, we compiled 2350 measurements of species heat tolerance indexes and corresponding Tmax, measured at different microhabitats. We show that reptiles, a flagship for climatic vulnerability studies, are particularly unbounded by their heat tolerance. Contrarily, tolerance restricted marine fish ranges in a non-linear fashion which contrasts with terrestrial taxa. Behavioral tolerance indexes, widely used to predict vulnerability, predicted Tmax inconsistently across Tmax indexes, or were inversely related to it. Heat tolerance restricts geographic limits more strongly for more thermally challenged species. In turn, factors uncoupling heat tolerance and Tmax (plasticity, thermoregulation, adaptation) should be more important for less thermally challenged species at their warm edges of distribution.