Environmental variability in aquatic ecosystems makes the study of ectotherms complex and challenging. Physiologists have historically overcome this hurdle in the laboratory by using 'average' conditions, representative of the natural environment for any given animal. Temperature, in particular, has widespread impact on the physiology of animals, and it is becoming increasingly important to understand these effects as we face future climate challenges. The majority of research to date has focused on the expected global average increase in temperature; however, increases in climate variability are predicted to affect animals as much or more than climate warming. Physiological responses associated with the acclimation to a new stable temperature are distinct from those in thermally variable environments. Our goal is to highlight these physiological differences as they relate to both thermal acclimation and the 'fallacy of the average' or Jensen's inequality using theoretical models and novel empirical data. We encourage the use of more realistic thermal environments in experimental design to advance our understanding of these physiological responses such that we can better predict how aquatic animals will respond to future changes in our climate.