Constructing burrows is energetically expensive, yet is a common trait across a broad spectrum of animals. The benefits of using burrows must therefore outweigh the costs of constructing burrows, which may reduce the risk of predation and/or ease the need for active thermoregulation. We examined the use of burrows in Butterfly Lizards (Leiolepis belliana), a common Southeast Asian lizard that constructs burrows in open, sandy plains. We used radiotelemetry to track the activity patterns and measured the thermal environment of 12 individuals across 14 d of sampling. We found that L. belliana had high site fidelity, using the same burrows across the sampling period. There were significant differences between substrate temperatures inside and outside the burrow across the whole sampling period. However, the lower internal burrow temperature still exceeded the upper thermal tolerance of a similar sized lizard species during midday, and this probably explains why we did not observe lizards in their burrows during the middle of the day. Burrows were constructed in a shallow, Y-shaped, concave shape, with each of the three branches of the Y ending in a surface opening, a design that allows for easy escape if threatened by a predator. Due to burrow temperatures exceeding lethal body temperatures for much of the day, and the Y-shape structure of the burrows, we propose that the major function of burrows for this species is as a predator escape mechanism.