Incubation and rearing of nestlings are energetically demanding activities that can be affected by insulation conferred by the nest wall. Although thermal properties of nests are widely studied, no reports to date have dealt with the relative effects of the various structural parts of the nest wall. This experimental study investigated the effects of air movement, and for the first time, the effects of wall structure, on nest insulation for the Common Blackbird Turdus merula and Song Thrush Turdus philomelos of the Turdidae. Insulatory values, i.e. difference in cooling rate measured simultaneously inside and outside a nest, and internal cooling rates within the nest cup, were determined using temperature loggers under still-air and moving-air conditions. Moving-air increased insulatory values and internal cooling rates in both species. Insulatory values were positively correlated with the nest base thickness, but not nest side wall thickness. Removal of the outer nest wall and cup lining to reveal the internal mud cup of thrush nests reduced the insulatory value compared to the whole nest, the effect of which was exacerbated under moving-air conditions. These results may reflect that the nest wall confers huge insulatory advantages and especially so during periods of air movement. However, it is unclear whether this is related to the presence of particular nest materials that confer insulation, or to the amount of air trapped in the nest wall. Alternatively, the thermal conductivity of the materials lining the cup wall may be important.