Most fatty acids (FAs) making up the adipose tissue in mammals have a dietary origin and suffer little modification when they are stored. However, we propose that some of those FAs, specifically those that can be synthesised or modified by mammals, are also being influenced by thermal forces and used as part of the mechanism to regulate core body temperature. As FA desaturation increases, adipose tissues can reach colder temperatures without solidifying. The ability to cool the superficial fat tissues helps create a thermal gradient, which contributes to body heat loss reduction. Therefore, it is expected that animals exposed to colder environments will possess adipose tissues with higher proportions of desaturated FAs. Here, through a model selection approach that accounts for phylogeny, we investigate how the variation in FA desaturation in 54 mammalian species relates to the thermal proxies: latitude, physical environment (terrestrial, semi-aquatic and fully-aquatic) and hair density.