Making the world better, one answer at a time. African lions live in hot, dry climates in Africa. They spend most of their day sleeping under the cool shade of trees. But these great beasts do not mind heat and can be found roaming plains, marshes, and grasslands throughout Africa.ut these great beasts do not mind heat and can be foun … d roaming plains, marshes, and grasslands throughout Africa. If you mean the mountain lion, or cougar, then they live on the sloping, rocky sides of mountains where they hunt prey like mountain goats. Cougars do not mind the cold. 4 people found this useful.