Species with sexual dimorphism provide powerful study systems for understanding adaptation to different lifestyles as it removes the potentially confounding effects of phylogeny. Thynnine wasps have a stark sexual dimorphism where males fly patrols in search of the flightless, predominantly fossorial females with which to mate. Using flow-through respirometry, we tested the prediction that the highly active males of the thynnine wasp Zaspilothynnus nigripes would have high metabolic rates (VCO2) relative to females. Further, the females, which spend more time underground, were predicted to exhibit lower evaporative water loss (EWL) than males. Metabolic rate of both sexes increased exponentially between 12 and 28 °C. As predicted, males had higher mass-corrected VCO2 at identical temperatures than females. Alternatively, there were no differences in the EWL at identical temperatures between sexes, suggesting that experiencing the same environmental conditions during mating may favour similar EWL. Interestingly, Z. nigripes were estimated to undergo a decrease in metabolism at approximately 30 °C. It is proposed that Z. nigripes persist despite sensitivity to high temperatures using a combination of behavioural strategies and emergence during a period of relatively benign climate that ameliorates the impacts of high temperatures.