Behaviour has been traditionally viewed as a driver of subsequent evolution because behavioural adjustments expose organisms to novel environments, which may result in a correlated evolution on other traits. In Drosophila subobscura, thermal preference and heat tolerance are linked to chromosomal inversion polymorphisms that show parallel latitudinal clines worldwide, such that "cold-climate" ("warm-climate") chromosome arrangements collectively favour a coherent response to colder (warmer) settings as flies carrying them prefer colder (warmer) conditions and have lower (higher) knock out temperatures. Yet, it is not clear whether a genetic correlation between thermal preference and heat tolerance can partially underlie such response. We have analyzed the genetic basis of thermal preference and heat tolerance using isochromosomal lines in D. subobscura. Chromosome arrangements on the O chromosome were known to have a biometrical effect on thermal preference in a laboratory temperature gradient, and also harbour several genes involved in the heat shock response; in particular, the genes Hsp68 and Hsp70. Our results corroborate that arrangements on chromosome O affect adult thermal preference in a laboratory temperature gradient, with cold-climate Ost carriers displaying a lower thermal preference than their warm-climate O3+4 and O3+4+8 counterparts. However, these chromosome arrangements did not have any effect on adult heat tolerance and, hence, we putatively discard a genetic covariance between both traits arising from linkage disequilibrium between genes affecting thermal preference and candidate genes for heat shock resistance. Nonetheless, a possible association of juvenile thermal preference and heat resistance warrants further analysis. Thermal preference and heat tolerance in the isochromosomal lines of D. subobscura appear to be genetically independent, which might potentially prevent a coherent response of behaviour and physiology (i.e., coadaptation) to thermal selection. If this pattern is general to all chromosomes, then any correlation between thermal preference and heat resistance across latitudinal gradients would likely reflect a pattern of correlated selection rather than genetic correlation.