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Sexually selected displays, such as bird song, are expected to be costly. We examined a novel potential cost to bird song: whether a less favourable microclimate at exposed song posts would be predicted to raise metabolic rate. We measured the microclimate and height at which willow warblers Phylloscopus trochilus sang and foraged. Song posts were higher than foraging sites. The wind speed was 0.6±0.3 ms−1 greater at song posts (mean±SD, N=12 birds). Song rate and song post selection were not influenced consistently by temperature or wind speed, but the birds sang from lower positions on one particularly windy day. This may have resulted from difficulty in holding on to exposed branches in windy conditions rather than a thermoregulatory constraint. The results suggest that the extra thermoregulatory costs at song posts would increase metabolic rate by an average of 10±4% and a maximum of 25±8% (N=12 birds) relative to birds singing at foraging sites. We estimated that metabolic rate would be 3–8% greater during singing than during quiet respiration because of heat and evaporative water loss in exhaled gases. The combined energy requirements for sound production, thermoregulation at exposed song posts and additional heat loss in exhaled air could increase the metabolic rate of willow warblers by an average of 14–23%, and a maximum of 42–63%, during singing. The energetic cost of singing may thus be much greater for birds in a cold, windy environment than for birds singing in laboratory conditions.