We describe characteristics of nest sites, nests, and the first report of the eggs and incubation behavior of the Grey-headed Bullfinch (Pyrrhula erythaca). We found nine nests in coniferous forest during June and July 2003 at Lianhuashan Natural Reserve in central China. Only the female built the nest, but her mate remained in close attendance. Nests were cup shaped and built on horizontal branches of coniferous trees, 1.3–16.0 m above ground. Clutch size was three eggs (n = 3); the eggs were white in color and spotted with reddish brown. Only the female incubated and averaged 85% nest attendance. On-nest and off-nest bouts (x̄ ± SD) were 31 ± 17 min and 4 ± 5 min, respectively. Egg color, egg size, and clutch size were similar to those reported for other bullfinches, but nest materials differed slightly.