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In this work we investigate the impact of calculating non-equilibrium chemical abundances consistently with the temperature structure for the atmospheres of highly-irradiated, close-in gas giant exoplanets. Chemical kinetics models have been widely used in the literature to investigate the chemical compositions of hot Jupiter atmospheres which are expected to be driven away from chemical equilibrium via processes such as vertical mixing and photochemistry. All of these models have so far used pressure-temperature (P-T) profiles as fixed model input. This results in a decoupling of the chemistry from the radiative and thermal properties of the atmosphere, despite the fact that in nature they are intricately linked. We use a one-dimensional radiative-convective equilibrium model, ATMO, which includes a sophisticated chemistry scheme to calculate P-T profiles which are fully consistent with non-equilibrium chemical abundances, including vertical mixing and photochemistry. Our primary conclusion is that, in cases of strong chemical disequilibrium, consistent calculations can lead to differences in the P-T profile of up to 100 K compared to the P-T profile derived assuming chemical equilibrium. This temperature change can, in turn, have important consequences for the chemical abundances themselves as well as for the simulated emission spectra. In particular, we find that performing the chemical kinetics calculation consistently can reduce the overall impact of non-equilibrium chemistry on the observable emission spectrum of hot Jupiters. Simulated observations derived from non-consistent models could thus yield the wrong interpretation. We show that this behaviour is due to the non-consistent models violating the energy budget balance of the atmosphere.