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Natal down is a crucial aspect of a bird's reproductive success. These downy feathers vary considerably across species, both in terms of their distribution across the body regions and their density. In this study, we embarked on an extensive exploration of natal down's evolutionary patterns across 178 avian families and the potential factors that correlate with its variation, especially for their breeding characteristics and nestling features. We first characterized the natal down diversity according to its density in different body regions. Ancestral state reconstruction was then conducted for each body region. Remarkably, these reconstructions revealed a consistent evolutionary pattern across all pterylae (feather tracts) in different body regions and pinpointed two significant episodes in avian evolution where species exhibited a loss of natal down. We then analyzed the correlated evolution of natal down with variables like nest attendance, nest characteristics, geographical location, and climatic conditions. We revealed that bird species that benefit from the relative safety of the local environment are more likely to exhibit reduced natal down. Our study contributes valuable perspectives to our understanding of avian evolutionary history, behavioral ecology, and the distinct conservation needs of bird species.