Several hypotheses have been proposed to explain the evolution of conspecific brood parasitism (CBP), and recent studies suggest that nest predation may be an important factor in shaping this behavior. We assessed whether individuals that engage in parasitic laying preferentially deposit their eggs in safe nest sites (i.e., risk assessment hypothesis). We tested the predictions of this hypothesis using a population of Common Eiders (Somateria mollissima dresseri) nesting at Table Bay, Labrador, Canada, in 2007. Common Eiders at this location nest in three habitats (dense woody vegetation, open grassy vegetation, and nest shelters) that vary in their exposure to avian predators. We used isoelectric focusing electrophoresis of egg albumen to quantify the frequency and distribution of CBP among habitats. Nest-site safety did not explain patterns of CBP among habitats, given that nests in dense woody vegetation had the highest probability of survival (0.70; 95% confidence interval [CI]: 0.50–0.89) yet had the lowest frequency of CBP (33%). There was also no indication that parasitized and nonparasitized nests differed in their probability of nest survival (0.65 [95% CI: 0.41–0.83] vs. 0.58 [95% CI: 0.33–0.80]). We propose explanations for why our data did not support the risk assessment hypothesis.