In waterfowl, the male costs and female benefits hypothesis considers that the timing of pairing will depend on the balance between the costs and benefits for each sex. Females may benefit by increasing their access to food and social status, and by decreasing harassment from conspecifics, while maintaining a pair bond for a long period should be costly to males. To investigate costs and benefits of early pairing in the Harlequin Duck (Histrionicus histrionicus), we compared time budgets and frequency of interactions (agonistic, courtship, and mate guarding behavior) from paired and unpaired males and females. A total of 400 thirty-minute focal-animal sampling sessions were used for the analysis. Overall, feeding time did not differ between paired and unpaired birds of both sexes. However, regardless of their reproductive status, females spent about 15% more time feeding than males throughout the winter. While diving, paired males spent 4% less time underwater than unpaired males, but no difference was found between paired and unpaired females. Males spent more time on the surface between dives than females, yet the differences between paired and unpaired birds were not significant. Paired males were engaged in more interactions (mainly mate guarding) than unpaired males. Interactions received by paired and unpaired females did not differ overall, however, from late October to early May, interactions with paired females decreased, while interactions directed to unpaired females increased. Thus the pair bond, though being apparently costly to males, did not obviously benefit females by increasing feeding time. Early pairing in the Harlequin Duck may result from other factors, such as the advantages that pair reunion may confer.