The red squirrel is diurnal and arboreal, its activities in the trees often unnoticed because of the dense foliage. During the warmest days of mid-summer, activity peaks at twilight. Midday activity is typical of cold winter days when red squirrels leave the protection of their nests to visit food stores, sometimes digging elaborate snow tunnels to reach there stockpiles.

Red squirrels navigate trees with ease, running up and down trunks, or along branches, bounding up to 2.4 m (8 ft) through the air from one branch to another to reach different trees, occasionally falling to the ground unscathed. On the ground, they walk or run, and when alarmed, they may attain speeds of 22.5 km/hr (14 mph) for short distances.