Considerable within-population variation in nest size exists among cavity nesters. We sought to explain this by studying a multi-brooded population of Eastern Bluebirds (Sialia sialis) breeding in nest boxes. We examined seasonal change in nest weights and compared the weights of nests built by immigrant and resident females. We further investigated whether nest weight correlated with maternal condition or breeding success. Nest weight measured after broods fledged was correlated with nest height at the start of incubation. Breeders spent fewer days building and built successively smaller, lighter nests in later nesting attempts. Female bluebirds performed the majority of nest construction. Nests built by immigrant females were significantly larger on average than those built by female recruits hatched on site, and the seasonal decline in nest weight was more pronounced for natally philopatric females. For the first time, we present evidence that the weights of philopatric females’ first nests were significantly positively correlated with the weights of the nests they were raised in, suggesting an effect of natal memory. Contrary to expectation, neither maternal condition nor reproductive success (clutch size, hatching success, brood size, and fledging success) was related to nest weight. To investigate whether smaller nests provided a thermal advantage in summer nest attempts when afternoon box temperatures can exceed 41°C, we measured the temperature within nest boxes using programmable data loggers. Mean daily maximum box temperatures during incubation were significantly positively related to nest weight and significantly negatively related to the volume of free space above the nest. Increased air circulation above the nest likely contributed to cooling the boxes when ambient temperatures were high. Reducing nest size was therefore advantageous, especially in later nesting attempts when ambient temperatures were warmest. Seasonal decline in nest weights and differences between immigrant and natally philopatric females merits further investigation.