This paper deals with nail withdrawal strength of spruce (Picea abies L.) with a focus on its dependence on thermal modification. Nail withdrawal strength is a feature of wood that is very important in the construction of wooden buildings. There are many studies dealing with the nail withdrawal strength of natural wood; however, this feature is much less explored with respect to thermally modified wood. Spruce wood was thermally modified at three different temperatures (140, 180, and 240 °C), and the nail withdrawal strength was evaluated for three types of nails driven into three anatomical directions. Values of nail withdrawal strength of thermally modified wood were compared with values of control spruce wood. The effect of thermal modification was clear: with increasing temperature, gradually decreasing values of nail withdrawal strength were obtained. The highest values were found in the tangential direction, and the lowest occurred in the axial direction. Annularly threaded nails had the highest values of nail withdrawal strength, while helically threaded nails had the lowest results.