Deploying robots in extreme environments reduces risks to human lives. However, robot operating conditions are often limited by environmental factors such as extreme temperatures encountered in fire disasters or polar regions. Especially drones face challenges in carrying thermal management systems protecting vital components, due to limited payload capacity compared to ground robots. Herein, a thermally agnostic aerial robot comprising structural thermally insulating material and a phase change material cooling system, inspired by natural thermal regulation principles, is designed, modelled and experimentally validated. Building on the robot development paradigm of physical artificial intelligence, the concurrent development of materials and design enables the creation of novel physiologically adaptive systems. Polyimide aerogel is applied as one of the main structural materials in the drone's design to adapt the robot's structure and properties to extreme temperatures. Glass fiber reinforcement with silica aerogel particles reduces high-temperature shrinkage and pore structure degradation after exposure to high temperatures and most of the composite aerogel features are preserved. A high technology-readiness-level drone prototype, allowing for operation in a broad range of ambient temperatures, is demonstrated. The proposed technology for thermally agnostic drones may unleash the great potential of aerial robotics in multiple industrial and research applications.