In many birds, there is significant variation in egg size both across and within clutches that remains to be explained. Birds lay one egg per day and in hot climates, the first laid eggs may start to develop before the laying of the rest of the clutch is complete, through warming by the ambient air temperature. Here, we test the hypothesis that in hot conditions, skews in egg size across the laying sequence may be more pronounced, as females use egg size to compensate for hatching asynchrony, providing a higher level of provisioning to the later laid eggs that would hatch later due to ambient incubation. We have focused on the zebra finch Taeniopygia guttata, a species that typically breeds over an extended period of the year, and therefore across a particularly wide range of ambient temperatures. We characterised the variation in egg size using data from over 700 clutches, including historical specimens, a wild population, and both domesticated and wild birds breeding in captivity, in addition to clutches produced experimentally in controlled‐temperature rooms. Here, we document significant variation in egg size between and within clutches, with eggs increasing in size over the laying order, with both maternal identity and population differences playing an important role (domesticated birds laid eggs that were much larger than their wild counterparts). However, we found no support for the idea that variation in egg size either within a clutch, and across clutches and populations, is related to variation in ambient temperature, despite the large range of thermal environments experienced during laying. In conclusion, whilst egg size is clearly a labile characteristic there is no evidence this is flexibly adjusted to local ambient temperatures before and during laying.