Animals in temperate northern regions employ a variety of strategies to cope with the energetic demands of winter. Behavioral plasticity may be important, as winter weather conditions are increasingly variable as a result of modern climate change. If behavioral strategies for thermoregulation are no longer effective in a changing environment, animals may experience physiological stress, which can have fitness consequences. We monitored winter roosting behavior of radio-tagged ruffed grouse (Bonasa umbellus), recorded snow depth and temperature, and assayed droppings for fecal corticosterone metabolites (FCM). Grouse FCM levels increased with declining temperatures. FCM levels were high when snow was shallow, but decreased rapidly as snow depth increased beyond 20 cm. When grouse used snow burrows, there was no effect of temperature on FCM levels. Snow burrowing is an important strategy that appears to allow grouse to mediate the possibly stressful effects of cold temperatures. This is one of the first studies to explore how variable winter weather conditions influence stress in a free-living cold-adapted vertebrate and its ability to mediate this relationship behaviorally. Animals that depend on the snowpack as a winter refuge will likely experience increased stress and possible fitness costs resulting from the loss of snow cover due to climate change.