We describe a nest and nesting activity of the Cinereous Warbling Finch (Poospiza cinerea) in Paredão da Serra do Curral City Park, Minas Gerais State in southeastern Brazil. Little is known about the reproductive biology of this globally vulnerable species. The nest was built with fragments of grass spikes in an Australian pine (Casuarina equisetifolia). The clutch consisted of three eggs. We describe courtship feeding behavior of the Cinereous Warbling Finch and brood parasitism of the nest by the Shiny Cowbird (Molothrus bonariensis).