Abstract. Optimal body mass models for small wintering birds are central to animal ecology, and offer insights into maximizing individual fitness in a complex environment. Such models assume both costs and benefits of fat deposition, and consider how they affect winter survival probability. Hypothesized massdependent costs of elevated fat include increased wing load and subsequent reduced ability to avoid predators, as well as increased predator exposure while feeding to fatten. A likely benefit of winter fat is increased fasting capacity during resource shortages. Here I test optimal body mass theory by searching for both cost and benefits of winter fattening, utilizing interspecific variation in winter fat in natural populations. If increased predation risk is a mass-dependent cost of fattening, wintering birds occupying dense (closed) winter habitat offering low exposure to predators should show (1) higher fat reserves, and (2) higher wing load, than wintering birds occupying less dense (open) habitat offering less protection from predators. This prediction was tested in the two winters in south-central Kansas, a north temperate region with winter precipitation falling as snow and low ambient winter temperatures. The predicted patterns in wing load and winter fat reserve were observed: with phylogeny controlled, both were significantly lower in two open cover species (Dark-eyed Junco Junco hyemalis, American Tree Sparrow Spizella arborea) than in eight closed cover species (seven sparrow species in the genera Melospiza, Passerella, and Zonotrichia, and the Spotted Towhee Pipilo maculatus). Body mass increased with wing area at a greater rate in the closed than in the open cover group, indicating lower body-size specific wing load in the latter group. With phylogeny controlled, fat level varied inversely with resource predictability among three winter foraging guilds occupying a vertical gradient of snowfall probability, indicating both costs and benefits exist in the study system. This study is the first to support the existence of fat cost with a positive fat-cover relationship in natural populations. These results serve to verify the cost-benefit approach widely taken by optimal body mass models, to studying the relationship between a surrogate fitness variable and factors affecting it in a variable winter environment.