This study concerns the effects of three different ambient temperatures (10, 15 and 20–22°C) on the nest‐building activities of non‐reproductive female laboratory house mice; rats; Mongolian gerbils and golden hamsters. Nest‐building behaviour was assessed in terms of the quantity of shredded paper utilized and the type of construction (plate, bowl or covered) on a daily basis over 14 consecutive days. Mice and rats used more material and tended to build more complex nests at lower ambient temperatures. Female gerbils used more nesting material at the highest temperature and least at 15°C. However, female gerbils built the most elaborate structures at the lowest temperature. The use of more material at 20–22°C was not reflected in a better nest. Female hamsters used considerably more material at the two lower temperatures, and at the lowest temperature built nests that were superior in quality to those generated by controls (20–22°C). Measurement with a digital probe confirmed that temperatures within the nests were higher than in the immediate surroundings. Thus, although there are species variations in the nest‐building responses to different ambient temperatures (which may reflect the habitats of the species in the wild), it is clear that the nest enables rodent species to exploit a range of environments.