Anti-predator behavior is a key aspect of life history evolution, usually studied at the population (mean), or across-individual levels. However individuals can also differ in their intra-individual (residual) variation, but to our knowledge, this has only been studied once before in free-living animals. Here we studied the distances moved and changes in nest height and concealment between successive nesting attempts of marked pairs of grey fantails (Rhipidura albiscapa) in relation to nest fate, across the breeding season. We predicted that females (gender that decides where the nest is placed) should on average show adaptive behavioral responses to the experience of prior predation risk such that after an unsuccessful nesting attempt, replacement nests should be further away, higher from the ground, and more concealed compared with replacement nests after successful nesting attempts. We found that, on average, females moved greater distances to re-nest after unsuccessful nesting attempts (abandoned or depredated) in contrast to after a successful attempt, suggesting that re-nesting decisions are sensitive to risk. We found no consistent across-individual differences in distances moved, heights, or concealment. However, females differed by 53-fold (or more) in their intra-individual variability (i.e., predictability) with respect to distances moved and changes in nest height between nesting attempts, indicating that either some systematic variation went unexplained and/or females have inherently different predictability. Ignoring these individual differences in residual variance in our models obscured the effect of nest fate on re-nesting decisions that were evident at the mean level.