The aim of this study was to evaluate the influence of microclimate on dairy cows’ behaviors and their preferences for different pasture areas under high biodiversity silvopastoral system (SPSnuclei) in a subtropical climate. We surveyed three different pasture areas under SPSnuclei: shaded area around the nuclei (SAN), unshaded area around the nuclei (UAN), and all-day sunny area distant from the nuclei (SDN). In each area, the microclimatic variables were measured—air temperature (°C), relative humidity (%), illuminance (lux), wind speed (m/s), and soil surface temperature (°C). In addition, the diurnal behaviors of 39 Jersey dairy cows were evaluated. Grazing, standing rest, lying rest, standing rumination, and lying rumination were registered by scans every 10 min; drinking water was observed continuously. Microclimate differed (p < 0.05) among the SPSnuclei areas. Areas around the nuclei provided better conditions of air temperature (SAN, 31.05 °C; UAN, 31.92 °C; SDN, 33.39 °C), illuminance (SAN, 5665 lx; UAN, 61,065 lx; SDN, 75,380 lx), and soil surface temperature (SAN, 27.35 °C; UAN, 32.38 °C; SDN, 35.87 °C). The frequency of use of each SPSnuclei area by dairy cows was different (p < 0.01); the highest frequencies of the grazing (SAN, 12.6%; UAN, 4.8%; SDN, 11.1%), rumination (SAN, 21.7%; UAN, 3.1%; SDN, 1.9%), and rest (SAN, 35.6%; UAN, 5.4%; SDN, 3.7%) were registered in the areas around the nuclei. The microclimate of the high biodiversity silvopastoral system leads the animals to perform grazing, ruminating, and resting preferentially on the areas around the nuclei even with no shade.