Previous studies hailed thermal tolerance and the capacity for organisms to acclimate and adapt as the primary pathways for species survival under climate change. Here we challenge this theory. Over the past decade, more than 365 tropical stenothermal fish species have been documented moving poleward, away from ocean warming hotspots where temperatures 2-3 °C above long-term annual means can compromise critical physiological processes. We examined the capacity of a model species - a thermally sensitive coral reef fish, Chromis viridis (Pomacentridae) - to use preference behaviour to regulate its body temperature. Movement could potentially circumvent the physiological stress response associated with elevated temperatures and may be a strategy relied upon before genetic adaptation can be effectuated. Individuals were maintained at one of six temperatures (23, 25, 27, 29, 31 and 33 °C) for at least 6 weeks. We compared the relative importance of acclimation temperature to changes in upper critical thermal limits, aerobic metabolic scope and thermal preference. While acclimation temperature positively affected the upper critical thermal limit, neither aerobic metabolic scope nor thermal preference exhibited such plasticity. Importantly, when given the choice to stay in a habitat reflecting their acclimation temperatures or relocate, fish acclimated to end-of-century predicted temperatures (i.e. 31 or 33 °C) preferentially sought out cooler temperatures, those equivalent to long-term summer averages in their natural habitats (~29 °C). This was also the temperature providing the greatest aerobic metabolic scope and body condition across all treatments. Consequently, acclimation can confer plasticity in some performance traits, but may be an unreliable indicator of the ultimate survival and distribution of mobile stenothermal species under global warming. Conversely, thermal preference can arise long before, and remain long after, the harmful effects of elevated ocean temperatures take hold and may be the primary driver of the escalating poleward migration of species.