Extreme sunlight might be aversive to free-range laying hens, discouraging them from going outside. Range enrichment with artificial shelters may protect hens from sunlight and increase range use. The preferences of 34–40-week-old Hy-Line Brown laying hens for artificial shelters were assessed by counting the number of hens under three densities of individual shelters (three replicates/density) from video recordings for 14 to 17 days for two flocks. The artificial shelters used shade cloth marketed as blocking 50%, 70%, and 90% of ultraviolet light, although other sunlight wavelengths were also reduced. Different sunlight spectral irradiances (ultraviolet radiation (UVAB) (288–432 nm), photosynthetically active radiation (PAR) (400–700 nm), and total solar radiation (TSR) (285 nm–3000 nm), ambient temperature, and relative humidity were recorded with an on-site weather station. There was a significant interaction between sunlight-filtering shelter and time of day (both Flocks, p < 0.0001), i.e., hens preferred shelters with the highest amount of sunlight-filtering at most time points. Regression models showed that the most variance in shelter use throughout the day resulted from the ambient temperature in both flocks, while sunlight parameters had different degrees of effect depending on the shelter type and flock. However, fewer hens under the shelters during the midday period suggest that during periods of intense sunlight, hens prefer to remain indoors, and artificial structures might not be sufficient to attract more hens outside.