Nest morphology can affect the breeding success of birds. Thus, birds inhabiting different environments may experience divergent selection for nest structure and composition that results in intraspecific geographic variation in nest architecture. We describe interpopulation differences in nest architecture among Thorn-tailed Rayaditos (Aphrastura spinicauda) in 2 contrasting environments near the species' distribution limits: a temperate and very humid environment in north-central Chile (the forest relicts of Fray Jorge National Park; 30°38′S, 71°40′W) and a cold and windy sub-Antarctic environment in the south of Chile (Isla Navarino; 55°4′S, 67°40′W). We collected a total of 62 nests from Fray Jorge and 61 nests from Navarino in 2013 and 2014, measured their dimensions, and quantified their constitutive materials. We tested the nests' thermal properties (simulating heat loss by convection and conduction) and hygroscopic features (water absorption and water loss capacity) and used general linear models to (1) compare these properties between populations and (2) test for a relationship between nest morphology and function. Nests from the northern population exhibited lower rates of heat loss by convection because they were larger and had a lower ratio of surface area to volume; these nests also absorbed less water, probably because of their greater content of plant-derived materials. In the southern population, nests were more compact and better insulated with feathers and hairs, with lower rates of heat loss by conduction. By separately analyzing the roles of convection, conduction, and humidity, our results suggest that potential trade-offs (insulation–humidity) could be differently affecting the nest-building behavior of these populations. Therefore, Thorn-tailed Rayaditos may be using site-specific strategies to cope with the local climate in contrasting environments.