Winter is energetically challenging for small herbivores because of greater energy requirements for thermogenesis at a time when little energy is available. We formulated a model predicting optimal wintering body size, accounting for the scaling of both energy expenditure and assimilation to body size, and the trade-off between survival benefits of a large size and avoiding survival costs of foraging. The model predicts that if the energy cost of maintaining a given body mass differs between environments, animals should be smaller in the more demanding environments, and there should be a negative correlation between body mass and daily energy expenditure (DEE) across environments. In contrast, if animals adjust their energy intake according to variation in survival costs of foraging, there should be a positive correlation between body mass and DEE. Decreasing temperature always increases equilibrium DEE, but optimal body mass may either increase or decrease in colder climates depending on the exact effects of temperature on mass-specific survival and energy demands. Measuring DEE with doubly labeled water on wintering Microtus agrestis at four field sites, we found that DEE was highest at the sites where voles were smallest despite a positive correlation between DEE and body mass within sites. This suggests that variation in wintering body mass between sites was due to variation in food quality/availability and not adjustments in foraging activity to varying risks of predation.