Among many functions, bird nests protect eggs, developing young, and incubating adults from inclement weather. In Tree Swallows (Tachycineta bicolor), prior to and while females are incubating, males compete with rivals for feathers that they use to line nests. The thermal benefits hypothesis proposes that males add feathers to improve heat retention of nests. We tested this hypothesis on Tree Swallows nesting near Wolfville, Nova Scotia, Canada in 2013, 2014, and 2015, and in St. Denis, Saskatchewan in 2013. In 2013, at both locations we experimentally heated nests. After young had fledged, we counted and measured feathers in each nest. The hypothesis was not supported. The only significant result was that St. Denis (52.2°N) had fewer feathers than the Annapolis Valley (45.1°N) site, which is contrary to expectation. Our findings challenge the prevailing hypothesis for why male Tree Swallows feather nests.