Some invasive species flourish in places that impose challenges very different from those faced in their native geographic ranges. Cane toads (Rhinella marina) are native to tropical and subtropical habitats of South and Central America, but have colonised extremely arid regions over the course of their Australian invasion. We radio-tracked 44 adult cane toads at a semi-arid invasion front to investigate how this invasive anuran has managed to expand its geographic range into arid areas that lie outside of its native climatic niche. As predicted from their low physiological control over rates of evaporative water loss, toads selected diurnal shelter sites that were consistently cooler and damper (and thus, conferred lower water loss rates) than nearby random sites. Desiccation risk also had a profound influence on rates of daily movement. Under wet conditions, toads that were far from water moved further between shelter sites than did conspecifics that remained close to water, presumably in an attempt to reach permanent water sources. However, this relationship was reversed under dry conditions, such that only toads that were close to permanent water bodies made substantial daily movements. Toads that were far from water bodies also travelled along straighter paths than did conspecifics that generally remained close to water. Thus, behavioural flexibility--in particular, an ability to exploit spatial and temporal heterogeneity in the availability of moist conditions--has allowed this invasive anuran to successfully colonize arid habitats in Australia. This finding illustrates that risk assessment protocols need to recognise that under some circumstances an introduced species may be able to thrive in conditions far removed from any that it experiences in its native range.