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Timing and location of reproduction are central to reproductive success across taxa. Among birds, many species have evolved specific strategies to cope with environmental variability including shifts in timing of reproduction to track resource availability or selecting suitable nest location. In mountain ecosystems, complex topography and pronounced seasonality result in particularly high spatiotemporal variability of environmental conditions. Moreover, the risk of climate‐induced resource mismatches is particularly acute in mountain regions given that temperature is increasing more rapidly than in the lowlands. We investigated how a high‐elevation passerine, the white‐winged snowfinch Montifringilla nivalis, selects its nest site in relation to nest cavity characteristics, habitat composition and snow condition. We used a combination of field habitat mapping and satellite remote sensing to compare occupied nest sites with randomly selected pseudo‐absence sites. In the first half of the breeding season, snowfinches preferred nest cavities oriented towards the morning sun while they used cavities proportional to their availability later on. This preference might relate to the nest microclimate offering eco‐physiological advantages, namely thermoregulatory benefits for incubating adults and nestlings under the harsh conditions typically encountered in the alpine environment. Nest sites were consistently located in areas with greater‐than‐average snow cover at hatching date, likely mirroring the foraging preferences for tipulid larvae developing in meltwater along snowfields. Due to the particularly rapid climate shifts typical of mountain ecosystems, spatiotemporal mismatches between foraging grounds and nest sites are expected in the future. This may negatively influence demographic trajectories of the white‐winged snowfinch. The installation of well‐designed nest boxes in optimal habitat configurations could to some extent help mitigate this risk.