Globally, high elevation habitats have been independently colonized by taxa separated by millions of years of evolution. Mountains thus represent excellent systems to study how distantly related species adapt to the same environmental challenges. Cold temperatures influence the elevational distribution of birds along montane gradients. Yet the eco-physiological adaptations that may explain this pattern, such as variation in insulative feather structure across high elevation and low elevation species has not been quantified. We used a comparative approach to understand if elevation, evolutionary history and body size drive variation in thermo-insulative feather traits across 1715 specimens of 249 Himalayan passerines. Controlling for phylogenetic relationships between species, we found that the proportion of the feather's plumulaceous (downy) section increased with elevation. Body size also had a predictable effect on thermo-insulative variables with small birds having relatively longer feathers and thus a more insulative plumage than large birds. We show that an increase in the proportion of the feather's downy section at colder temperatures is an evolutionarily widespread response across temperate and tropical taxa, and overall, smaller-bodied birds tend to have longer and more insulative feathers. Our results reveal convergent patterns in feather structure variation as a response to cold temperatures across species separated by millions of years of evolution.