Researchers have long suggested that animals with greater behavioural flexibility will be more likely to survive in face of environmental changes. However, it is unknown how this varies across species. Nest building is a behaviour directly related to the reproduction and survival of species by conferring protection from external environmental conditions. The study of nests offers a window into the behaviour of birds, and variation in nest morphology is necessarily linked to variation in building behaviours. We test whether variation in nest morphology is phylogenetically conserved by using data on nest morphology from 55 passerine species (>700 specimens) and measuring intraspecific variability in nest structure. We found that species mean and within-species variation in nest morphology are phylogenetically conserved, and that species with domed nests presented higher levels of nest morphology variation than cup nest species. We also revealed that the capacity of species to present innovative behaviours is not linked with how they vary nest morphology. Moreover, we revealed that nests from species with larger variation in clutch size and that are built by single parents are more variable. Our results help in the understanding of how behaviour and extended phenotypes evolve, and highlight the importance of exploring the phylogenetic history of behavioural flexibility when trying to predict the capacity of species to respond to novel challenges.This article is part of the theme issue ‘The evolutionary ecology of nests: a cross-taxon approach’.