Recent models of body mass regulation predict that small birds wintering under thermally stressful conditions should show increases in the dawn minima of their body mass and fat reserves with the approach of midwinter. This seasonal increase in energy reserves is hypothesized to function as insurance against the increased thermal demands during the short cold days of midwinter, when snowstorms can further reduce the already-deteriorating food supply. Superimposed on this winter fattening strategy, there should be a daily increase in the amount of fat stored for the coming night of fasting. To investigate patterns of variation in their body mass and fat reserves, Gray Jays Perisoreus canadensis were captured repeatedly near the northern limit of their range in Alaska between 7 September and 16 December 1987. As predicted, the dawn minima of body mass and fat stores tended to increase with the approach of mid-winter. In addition, the results suggest that the jays increased their energy reserves later in the day, and that they facultatively increased their reserves in response to lower temperatures, heavier snowfall, and windier conditions. These results indicate that there was a seasonal increase in energy reserves associated with decreasing photoperiod, and that superimposed on this pattern was a daily cycle sensitive to contemporaneous climatic conditions. Thus, the jays appeared to have increased fasting capacity during those times when the risk of energetic shortfall was heightened.