Persistent individual variation in behaviour, or ‘personality’, is a widespread phenomenon in animals, and understanding the evolution of animal personality is a key task of current biology. Natural selection has been proposed to promote the integration of personality with animal ‘intrinsic states’, such as metabolic or endocrine traits, and this integration varies with ecological conditions. However, these external ecological modulatory effects have rarely been examined. Here, we investigate the effects of thermal acclimation on between-individual covariations between physiology and behaviour in Asiatic toads (Bufo gargarizans) along an altitudinal gradient. Our results reveal that the thermal modulatory effects on the covariations depend on the altitudinal population. Specifically, at low altitudes, between-individual covariations are highly plastic, with risk-taking behaviour covarying with baseline glucocorticoids (GCs) under warm acclimation, but risk-taking and exploration behaviour covarying with resting metabolic rate (RMR) under cold acclimation. In contrast, between-individual covariations are relatively fixed at high altitudes, with risk-taking behaviour consistently covarying with baseline GCs. Furthermore, at low altitudes, changes in covariations between RMR and personality are associated with adjustment of energy management models. Evidently, animal physiological states that determine or covary with personality can adapt according to the seasonal thermal environment and the thermal evolutionary background of populations. Our findings highlight the importance of a multi-system physiological approach to understand the evolution of animal personality.