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Simple Summary: On a global scale, about 20% of bird species nest in tree cavities, and many of these species will utilise artificial nestboxes. Homeowners often add nestboxes to gardens to provide new opportunities for enjoyment and engagement with nature. Nestbox schemes can also be used for conservation, especially in environments that have few natural cavities, such as open landscapes and woodlands with relatively young and even-aged trees, including plantations. However, tree-nesting birds using simple wooden nestboxes can be at risk from predators. A range of different strategies to reduce predation risk has been developed. These typically involve: (1) modifying the nestbox itself by, for example, adding a metal plate around the entrance hole to stop predators enlarging the hole or changing construction materials; (2) modifying the immediate surroundings of the nestbox, for example, by using barriers to prevent predator access; or (3) modifying nestbox placement. A common assumption is that such interventions provide a net benefit. However, this is not necessarily true as predator-proofing avian nestboxes often has hidden costs, such as changing nest temperature or humidity or making it harder for adult birds to feed their chicks. This review considers intervention effectiveness and the potential for hidden costs to make recommendations for practice. Nestboxes are commonly used to increase the number and quality of nest sites available to birds that usually use tree cavities and are considered an important conservation intervention. Although usually safer than natural cavities, birds nesting in simple, unmodified wooden nestboxes remain at risk of depredation. Accordingly, numerous design and placement modifications have been developed to 'predator-proof' nestboxes. These include: (1) adding metal plates around entrance holes to prevent enlargement; (2) affixing wire mesh to side panels; (3) deepening boxes to increase distance to nest cup; (4) creating external entrance 'tunnels' or internal wooden ledges; (5) using more robust construction materials; (6) developing photosensitive shutters to exclude nocturnal predators; (7) using baffles to block climbing mammals; and (8) regular replacement and relocation. However, the benefits and costs of these modifications are not always well understood. In this global review, we collate information on predator-proofing avian nestboxes designed for tree cavity-nesting birds to assess the efficacy of techniques for different predators (mammalian, avian, and reptilian) in different contexts. We critique the potential for modifications to have unintended consequences—including increasing nest building effort, altering microclimate, reducing provisioning rate, and elevating ectoparasite and microbial loads—to identify hidden costs. We conclude by highlighting remaining gaps in knowledge and providing guidance on optimal modifications in different contexts. [ABSTRACT FROM AUTHOR]