The choice of adequate breeding habitat and its associated thermoregulatory conditions are thought to be important in the evolution of amphibian reproductive strategies. Among leptodactylid frogs, there is a terrestrial cline in the oviposition sites chosen to build foam nests for eggs. Although several functions have been attributed to foam nests, their role in temperature regulation for embryos is unclear. Here we tested the hypothesis that foam nests buffer embryos from variation in air temperature. We examined the degree of terrestrial nest sites in three species, finding a terrestrial cline of sites in terms of distance from water. We tested whether this nest-insulation effect varied among these species that differ in the degree of terrestrial nest sites and whether translocating nests impacted embryonic mortality. Our results demonstrate a negative effect of translocating aquatic nests to land, inferred from the highest hatching success in natural nests sites. All nests attenuated environmental thermal variation, but more terrestrial nests buffered embryos from a greater range of temperatures than did aquatic ones. Altogether, our data indicate that foam nests insulate embryos from daily temperature fluctuations among leptodactylid frogs with different degrees of terrestrial nests, which may well have contributed to the evolution of this reproductive strategy.