Brown marmorated stink bug (Halyomorpha halys) (Stål) is a household nuisance pest that seeks shelter in buildings during the winter months. It has been found in a variety of cavities and spaces between building elements, as well as in the objects stored within buildings. This experiment examined the cavity tightness preferences for these insects as they settled in winter refugia. Adult overwintering H. halys were placed in two types of simulated refugia made from rigid material. Each type had a cavity of constant width, while one had a flat lid and constant tightness, and the other had a sloped lid that became tighter as insects moved inside. Adults were allowed to enter and settle, then their locations were recorded. In sloped lid cavities, H. halys tended to settle where the cavity tightness was between 4.5 and 5.5 mm. In the flat lid cavity boxes, H. halys tended to move all the way back. In both configurations, H. halys had a significant tendency to orient their heads towards the cavity entrance. A field comparison of cavity tightness in refugia with less rigid cardboard substrates was also performed, with spacers consisting of one or two layers of 3-mm cardboard. This comparison found differences in cavity selection by sex, with males more likely to pick single-spaced layers, and females more likely to select double-spaced layers. Understanding these preferences could be useful for collection, pest management, trap design, and study of impacts on structures.