Nest‐sharer avian brood parasites do not evict or otherwise kill host chicks, but instead inflict a range of negative effects on their nestmates that are mediated by interactions between the parasite and host life history traits. Although many of the negative fitness effects of avian brood parasitism are well documented across diverse host species, there remains a paucity of studies that have examined the impacts of parasitism across the entirety of host ontogeny (i.e., from when an egg is laid until independence). More specifically, few studies have examined the impact of brood parasitism on the pre‐ and post‐fledging development, physiology, behavior, and survival of host offspring. To help fill this knowledge gap, we assessed the effects of brood parasitism by Brown‐headed Cowbirds (Molothrus ater) across the ontogeny (incubation, nestling, and post‐fledging period) of nine sympatrically breeding host species in central Illinois, USA; due to sample sizes, impacts on the post‐fledging period were only examined in two of the nine species. Specifically, we examined the impact of brood parasitism on ontogenetic markers including the embryonic heart rate, hatching rate, nestling period length, nest survival, and offspring growth and development. Additionally, in species in which we found negative impacts of cowbird parasitism on host nestmate ontogeny, we examined whether the difference in adult size between parasites and their hosts and their hatching asynchrony positively predicted variation in host costs across these focal taxa. We found that costs of cowbird parasitism were most severe during early nesting stages (reduction in the host clutch or brood size) and were predicted negatively by host size and positively by incubation length. In contrast, we only found limited costs of cowbird parasitism on other stages of host ontogeny; critically, post‐fledging survival did not differ between host offspring that fledged alongside cowbirds and those that did not. Our findings (i) highlight the direct costs of cowbird parasitism on host fitness, (ii) provide evidence for when (the stage) those costs are manifested, and (iii) may help to explain why many anti‐cowbird defenses of hosts have evolved for protection from parasitism during the laying and incubation stages.