Lion tamarin monkeys are among a small number of primates that repeatedly use a few tree holes for the majority of their sleeping sites. To better understand why lion tamarins rely on tree holes as sleeping sites, we compared the physical characteristics of frequently used sleeping sites, infrequently used sleeping sites, and randomly selected forest locations at multiple spatial scales. From 1990 to 2004, we recorded 5,235 occurrences of sleeping site use by 10 groups of golden lion tamarins (Leontopithecus rosalia) in Poço das Antas Reserve, Rio de Janeiro State, Brazil. Of those, 63.6% were tree holes. Bamboo accounted for an additional 17.5% of observations. Frequently used tree holes were more likely to be found in living trees and their entrances were at lower canopy heights than infrequently used tree holes. We also found that frequently used sleeping sites, in comparison to random sites, were more likely to be found on hillsides, be close to other large trees, have a lower percent of canopy cover, and have larger diameter at breast height. Topography and small-scale variables were more accurate than were habitat-level classifications in predicting frequently used sleeping sites. There are ample tree holes available to these lion tamarins but few preferred sites to which they return repeatedly. The lion tamarins find these preferred sites wherever they occur including in mature forest and in relics of older forest embedded in a matrix of secondary forest.