I studied the insulation capacity of tree holes used by gray mouse lemurs (Microcebus murinus) in a primary dry deciduous forest in western Madagascar during the cool dry season. Tree holes had an insulating effect, and fluctuations of air temperatures were less extreme inside the holes than outside them. The insulation capacity of the tree holes peaked between 0800 and 1100 hr, when ambient temperatures ranged between 25 and 30°C. To compare tree holes, I calculated the mean difference between the internal temperature)(Ti) and the external temperature (Te) for each tree hole. Thus large differences indicate good insulation capacities. The mean difference of tree holes in living trees was significantly larger than that of tree holes in dead trees, which shows that insulation in living trees is more effective. During the dry season, the insulation capacity of tree holes in living trees decreased and was lowest in July, whereas the insulation capacity of holes in dead trees remained approximately constant. Physiological studies under natural temperature and light condition in Microcebus murinus reveal that daily torpor saves around 40% of the daily energy expenditure compared to normothermia. However, torpor can be maintained only up to the threshold body and ambient temperature of 28°C, whereat Microcebus murinus have to terminate torpor actively. By occupying insulating tree holes, mouse lemurs may stay longer in torpor, which increases their daily energy savings by an extra 5%.