Avian brood parasites reduce host fitness through the addition of parasitic eggs and the removal of host eggs. Both parasitic egg–addition and host egg–removal may be important sources of selection on host behaviour, creating fitness trade-offs with selection imposed by nest predation. However, the relative costs hosts suffer from egg-addition and host egg–removal and the responses to these costs are largely unstudied. Through experimental manipulations and observations, we demonstrate that increased nest attentiveness by female yellow warblers (Dendroica petechia) reduces the cost of brood parasitism by reducing egg–removal by brown-headed cowbirds (Molothrus ater). However, female attentiveness does not reduce the addition of parasitic eggs. Experimentally parasitized females respond to the threat of egg–removal by increasing nest attentiveness. Increased attentiveness, however, reduces time for females to gather food and requires males to visit the nest more often to feed incubating females. This increased activity in turn increases the risk of nest predation. Thus, brood parasitism (specifically egg–removal) and nest predation produce conflicting selection on incubation strategies, as parasitized hosts are caught between the costs of egg–removal by brood parasites, and the costs of increased nest predation if the female spends more time on the nest to reduce egg–removal.