Ongoing climate change mandates improved understanding of how temperature fluctuations influence organismal evolution and behavior. Detritus-based nest-retreats in spiders have originated multiple times in parallel—hypothesized to be an adaptive response to climatic fluctuations. We investigated the potential role of climate change in shaping the evolution of nest-retreats over geological timescales, and the short-term effect of temperature on the morphology and energy investment of nest-retreat in Campanicola campanulata. Phylogenetic analyses reconstruct twelve origins of nest-retreats, first appearing in the Eocene, and diversifying during the Late Cenozoic Icehouse period. Spiders respond to experimentally lowered temperatures by making larger nest-retreats, indicating a direct impact of temperature on retreat architecture. Our results for the first time affirm the thermoregulatory function of spider nests and suggest that temperature impacts nest-retreats across both evolutionary and ecological timescales. Nest-retreat spiders can serve as a model to study the origins of thermoregulatory nest-building in animals and how it may be impacted by ongoing climate change.