The global abundance of Spot-billed Duck (Anas zonorhyncha) has declined dramatically in recent decades. Ecological information of its wild populations, particularly regarding nest site selection, is scant. We studied the nest site selection and breeding ecology of this duck in Caohai National Nature Reserve, its southernmost breeding site in the Guizhou Province of China. The aquatic vegetation of Caohai is composed of 2 different landscapes with small patches (in Site A) or large patches (in Site B). We studied the habitat preferences of breeding Spot-billed Ducks at 3 spatial scales: landscape, patch, and nest site. In total, we surveyed 413 patches during the breeding seasons of 2014–2016 (298 in Site A and 115 in Site B). We found no nests in Site A, but surveyed 88 patches with 254 nests and 27 patches without nests in Site B. Unlike the open-cup nests known from other breeding localities, the nests of the Spot-billed Duck in Caohai were dome-like structures with a lateral entrance. Patches with nests were significantly larger than patches without nests in total area, circumference, and shape index. In Site B, a negative binomial regression showed that the number of nests was positively correlated with sedge vegetation within the patch area. The reduced model from a binary logistic regression indicated that the total vegetation cover and the distance to bank had positive impacts on nest site selection of this duck in Caohai, but water depth had a negative influence. Our study suggests good concealment is a necessity for the Spot-billed Duck to construct nests in Caohai. Our survey using infrared cameras in 2021 did not record male parents participating in incubation (n = 47 cameras). The mean mass of eggs (46.91 ± 0.36 g) and clutch size (8.48 ± 0.08 eggs) values were lower than those reported for the Xianghai National Nature Reserve, a breeding stronghold for the Spot-billed Duck in northeastern China. The nest success rate in Caohai (nests where at least 1 egg hatched) was 40.4% (n = 47 nests) and the hatching success rate was 91.4% (n = 134 eggs from 19 successful nests). Maintaining the emergent hydrophyte vegetation is the primary means to conserve the nesting habitat of the Spot-billed Duck in Caohai and it is necessary to strictly enforce the law against human disturbance.