The amniote eggshell is a fundamental aspect of the embryo life‐support system, protecting it from UV light, microbes and mechanical damage, while regulating gas exchange and providing calcium for growth. The thickness of eggshells is highly diverse across modern birds and influences multiple eggshell functions, yet the selective pressures driving eggshell thickness have not been clearly identified. Here, we use a global dataset of avian eggshell thickness indices for 4260 (> 41%) avian species to assess trends in eggshell thickness across the phylogeny, as these indices are strongly correlated with direct measures of eggshell thickness and are non‐destructive to the sample. We analysed the dataset within a phylogenetic framework to assess the relative importance of climatic and ecological explanations for variation in eggshell thickness indices. The distribution of avian eggshell thickness indices across species was found to be primarily driven by phylogenetic relatedness, in addition to evolutionary processes that do not match a Brownian model of evolution. Across modern birds, thicker eggshells were more prevalent in species (1) with precocial young, (2) which exhibit a scavenger‐based diet, (3) which primarily feed on vertebrates or plants (excluding nectivores, seed and fruit specialists) and (4) which breed in open habitats. Thicker eggshells found in species with precocial young probably enable higher rates of calcium removal for the more advanced embryo development. Excessive light transmission through the shell damages developing embryos, while too little light transmission can impede development. Eggs in shaded habitats experience low light exposure, and thus thinner shells are more prevalent in these environments potentially to increase light transmission through the shell. Overall, variation in eggshell thickness indices appears to be driven largely by phylogeny, with certain life‐history traits linked to embryo growth rate, calcium content of their food, and the need to mitigate excessive light transmission through the shell.