Abstract Mouse‐like rodents often take cover in natural shelters or burrow underground where they build simple nests. A few species build extensive shelters above ground, called lodges, mounds or houses. Here, we present the first phylogenetically controlled comparative study on the ecological factors of habitat heterogeneity, environmental aridity and fire risk related to nesting habits in mouse‐like rodents (Myomorpha, 326 genera). Twenty species from seven genera were found to build lodges, and they mainly occur in arid environments with low fire risk. Most lodge‐building species (14 out of 20) belong to the pack rats (genus Neotoma ), which in phylogeny only represent one event of evolution of lodge building and therefore limit the statistical power of the phylogenetically controlled analysis. The Bayesian phylogenetic mixed‐effects models show a phylogenetic signal of 0.43 for 515 Myomorpha species. Under this moderate to strong phylogenetic relatedness, we did not find specific factors being associated to the evolution of sheltering habit in Myomorpha. We suggest studying the importance of aridity combined with low fire risk for lodge building on the species level, for example, by studying the limits of species distribution ranges depending on these factors.