In watersheds of equatorial West Africa, monophyletic groups of killifish species (genus Aphyosemion) occur in discrete altitudinal ranges, low altitude species (LA, sea level to ∼350 m) or high altitude species (HA, 350 to 900 m). We investigated the hypothesis that local adaptation to altitude by the LA and HA species would be revealed as divergent effects of temperature on their physiological energetics. Two species from each group (mass ∼350 mg) were acclimated to 19, 25 and 28°C, with 19 and 28°C estimated to be outside the thermal envelope for LA or HA, respectively, in the wild. Wild-caught animals (F0 generation) were compared with animals raised in captivity at 25°C (F1 generation) to investigate the contribution of adaptation versus plasticity. Temperature significantly increased routine metabolic rate in all groups and generations. However, LA and HA species differed in the effects of temperature on their ability to process a meal. At 25°C, the specific dynamic action (SDA) response was completed within 8 h in all groups, but acclimation to temperatures beyond the thermal envelope caused profound declines in SDA performance. At 19°C, the LA required ∼14 h to complete the SDA, whereas the HA required only ∼7 h. The opposite effect was observed at 28°C. This effect was evident in both F0 and F1. Reaction norms for effects of temperature on SDA therefore revealed a trade-off, with superior performance at warmer temperatures by LA being associated with inferior performance at cooler temperatures, and vice-versa in HA. The data indicate that divergent physiological responses to temperature in the LA and HA species reflect local adaptation to the thermal regime in their habitat, and that local adaptation to one thermal environment trades off against performance in another.