Populations of Henslow’s Sparrows have declined dramatically in recent decades, coinciding with widespread loss of native grassland habitat. Prescribed burning is a primary tool for maintaining grassland patches, but its effects on nest survival of Henslow’s Sparrows remains largely unknown, especially in conjunction with other factors. We monitored 135 nests of Henslow’s Sparrows at Big Oaks National Wildlife Refuge in southern Indiana from 1998–2001 in an effort to understand factors influencing nest survival, including prescribed burning of habitat. We used a mixed-effects implementation of the logistic exposure model to predict daily nest survival in an information theoretic framework. We found that daily survival declined near the onset of hatching and increased with the height of standing dead vegetation, although this relationship was weak. We found only nominal support to suggest that time since burn influenced nest survival. Overall, nest age was the most important factor in estimating daily nest survival rates. Our daily survival estimate from our marginal model (0.937) was similar to that derived from the Mayfield method (0.944) suggesting that our results are comparable to previous studies using the Mayfield approach. Our results indicate that frequent burning to limit woody encroachment into grassland habitats might benefit Henslow’s Sparrow, but that a variety of factors ultimately influence daily nest survival. However, we note that burning too frequently can also limit occupancy by Henslow’s Sparrows. We suggest that additional research is needed to determine the population-level consequences of habitat alteration and if other extrinsic factors influence demographics of Henslow’s Sparrows.