Understanding species’ responses to temperature via behavior, and the factors affecting the extent of behavioral responses, is a critical and timely endeavor given the rapid pace at which the climate is changing. The young of altricial songbirds are particularly sensitive to temperature, and parents may modulate temperatures at nests via selection of nest sites, albeit to a largely unknown extent. We examined whether sagebrush-obligate songbirds, that reproduce within an open ecosystem with wide temperature fluctuations and span a range of body sizes, selected their nest sites on the basis of temperature. We further investigated whether nest predation risk and ambient conditions modulated temperature-based choices. We placed temperature loggers at nest sites and in unused but available nest niches and nest shrubs along a known predation-risk gradient and used nearby weather stations to determine ambient temperatures. The two smaller-bodied birds, Brewer’s Sparrow (Spizella breweri) and Sagebrush Sparrow (Artemisiospiza nevadensis), selected nest shrubs and niches that were warmer and less variable relative to unused sites whereas the larger bodied species, Sage Thrashers (Oreoscoptes montanus), did not. Brewer’s Sparrows and Sage Thrashers dampened selection for warmer nest sites when temperatures experienced during the nest-site prospecting period were warmer. None of the three species altered nest-site selection with respect to temperature in response to ambient temperature variability or our index of nest predation risk. The microhabitat characteristics that most influenced temperatures at nests varied across species. Our results suggest that songbirds can modulate temperatures at nests to some extent, and such responses can vary depending on the conditions experienced prior to nest initiation. Responses also varied across species, likely reflecting different physiological tolerances. The extent to which breeding birds will be able to continue to proximately influence temperature via nest-site choices likely will depend on the extent and rate of future climatic shifts.