The size and shape of the nest are species-specific characteristics that are often associated with environmental factors at the time of breeding. Nests are expected to be larger or thicker in colder environments, although the relationships between nest design and weather differ between species. Here we present the results of an analysis of the external height of the nest wall in Paridae that accepted small standardized nesting boxes for breeding. The study populations were monitored in a relatively cold Mediterranean study area. We found that Coal Tits Periparus ater built higher external nest walls than Great Tits Parus major or Blue Tits Cyanistes caeruleus, after controlling for the first-egg date and clutch size which are assumed to reflect aspects of the quality of the nest builders. Our measures of nest size were not closely associated with the average ambient temperature, but nest walls tended to be shallower when there was more rain. Nest-shape asymmetry, as reflected in the difference in the external height of the nest measured closest to and farthest from the nest-chamber entrance, was observed in all three species, but the average asymmetry was highest in Coal Tits. In asymmetric nests, more nest material was added to the side that was closest to the front wall considered to be the coldest and least protected against harsh weather. Thus, nest size characteristics differ between three ecologically similar species inhabiting the same cavity type in the same coniferous woodland habitat, which would imply that different species do not respond in the same way to the same set of environmental factors.