A basic aim of ecology is to understand the determinants of organismal distribution, the niche concept and species distribution models providing key frameworks to approach the problem. As temperature is one of the most important factors affecting species distribution, the estimation of thermal limits is crucially important for inferring range constraints. It is expectable that thermal physiology data derived from laboratory experiments and species' occurrences may express different aspects of the species' niche. However, there is no study systematically testing this prediction in a given taxonomic group while controlling by potential phylogenetic inertia. We estimate the thermal niches of twelve Palaearctic diving beetles species using physiological data derived from experimental analyses in order to examine the extent to which these coincided with those estimated from distribution models based on observed occurrences. We found that thermal niche estimates derived from both approaches lack general congruence, and these results were similar before and after controlling by phylogeny. The congruence between potential distributions obtained from the two different procedures was also explored, and we found again that the percentage of agreement were not very high (~60%). We confirm that both thermal niche estimates derived from geographical and physiological data are likely to misrepresent the true range of climatic variation that these diving beetles are able to tolerate, and so these procedures could be considered as incomplete but complementary estimations of an inaccessible reality.