Small wintering passerines adaptively modulate daily body mass acquisition as part of their energy management policy. However, whether birds optimize overnight mass loss or body mass at dawn remains poorly understood. We studied environmental correlates of individual variation in body mass at dusk, overnight mass loss and body mass at dawn in a wild population of Great Tits Parus major wintering in northern Fennoscandia. Body mass at dusk, overnight mass loss and body mass at dawn were independent of prevailing conditions despite extremely low night ambient temperatures. Body mass at dusk was higher in males than in females, and decreased throughout winter and when snowfall was higher in the previous month. Overnight mass loss increased with precipitation during the previous week and tended to be higher in mid‐winter, when nights were longest. However, birds reduced overnight mass loss with higher temperatures in the previous week and higher precipitation in the previous 2 weeks. Dawn body mass was strongly correlated with dusk body mass and overnight mass loss, and showed only mild associations with weather variables once dusk mass was accounted for. Body mass in roosting boreal Great Tits seems to be constrained by recent snowfall as the winter progresses, but otherwise appears to be mostly unaffected by previous and current temperatures, suggesting a regular use of facultative hypothermia.