Optimal development of avian embryos occurs within a narrow range of incubation temperatures. Most parents that physically incubate their eggs through direct contact are challenged to balance their time on the nest with taking foraging recesses to satisfy their energetic requirements. To explore the costs and investment strategies of incubating female Wood Ducks (Aix sponsa), we manipulated the microclimate of nests by reducing down insulation from the typical 4.0 g to 0.5 g. Cooling rates of clutches during morning recesses increased when down insulation was reduced, especially at low ambient temperatures. Females with reduced down responded to increased cooling rates by shortening morning recesses and increasing daily incubation constancy, and these behavioral changes were independent of their body mass at the start of incubation. Females in both treatment groups responded similarly to changes in ambient temperature and spent less time incubating as ambient temperatures increased. Clutch temperatures at the end of morning recesses were similar for females with reduced and normal insulation. Average clutch temperatures for the full incubation period did not differ between treatments, and, correspondingly, there were no differences in length of the incubation period, hatching success, or duckling phenotype. Our results show that female Wood Ducks were sensitive to changes in both clutch temperature and ambient temperature and that they modified their time on the nest to provide developing eggs with an optimal thermal environment without negatively affecting their body mass at the end of incubation. Further examination of the limits of behavioral plasticity in incubating birds will be essential, particularly in light of future challenges presented by climate change.