Wintering birds can gain significant thermal benefits by foraging in direct sunlight. However, exposure to bright sunlight might make birds easier to detect by predators and may also cause visual glare that can reduce a bird's ability to monitor the environment. Thus, birds likely experience a trade-off between the thermal benefits and predation-related costs of foraging in direct sunlight. To examine this possible thermoregulation-predation trade-off, we monitored the behavior of mixed-species flocks of wintering emberizid sparrows foraging in alternating strips of sunlight and shade. On average, these sparrows routinely preferred to forage in the shade, despite midday air temperatures as much as 30 °C below their thermoneutral zone. This preference for shade was strongest at relatively high temperatures when the thermal benefits of foraging in sunlight were reduced, suggesting a thermoregulation-predation trade-off. Glare could be reduced if birds faced away from the sun while feeding in direct sunlight, but we found that foraging birds tended to face southward (the direction of the sun). We speculate that other factors, such as the likely direction of predator approach, may explain this southerly orientation, particularly if predators use solar glare to their advantage during an attack. This interpretation is supported by the fact that birds had the weakest southerly orientation on cloudy days. Wintering birds may generally avoid foraging in direct sunlight to minimize their risk of predation. However, given the thermal benefits of sunshine, such birds may benefit from foraging in habitats that provide a mosaic of sunlit and shaded microhabitats.