Avian nests are fundamental structures in avian reproduction and face strong selective forces. Climatic conditions are likely to have shaped the evolution of specific nest traits, but evidence is scarce at a macroevolutionary level. The Thraupidae family (commonly known as tanagers) is an ideal clade to understand the link between nest architecture and climate because it presents wide variation in nest traits. To understand whether climatic variables have played a role in the diversification of nest traits among species in this family, we measured nests from 49 species using museum collections. We observed that dome‐nesting species are present in dryer and hotter environments, in line with previous findings suggesting that domed nests are a specialisation for arid conditions. We also found evidence that nests with thicker walls are present in locations with lower precipitation and that solar radiation can influence the shape of domed nests; birds tend to build shorter and narrower domes in areas with high levels of solar radiation. Open nest architecture is also potentially influenced by wind speed, with longer and deeper nests in areas characterised by strong winds. Our results support the hypothesis that different climatic variables can drive the evolution of specific aspects of nest architecture and contribute to the diversity of nest shapes we currently observe. However, climatic variables account only for a small fraction of the observed structural variation, leaving a significant portion still unexplained.