Predicting species' responses to the combined effects of habitat and climate changes has become a major challenge in ecology and conservation biology. However, the effects of climatic and habitat gradients on species distributions have generally been considered separately. Here, we explore the relationships between the habitat and thermal dimensions of the ecological niche in European common birds. Using data from the French Breeding Bird Survey, a large-scale bird monitoring program, we correlated the habitat and thermal positions and breadths of 74 bird species, controlling for life history traits and phylogeny. We found that cold climate species tend to have niche positions in closed habitats, as expected by the conjunction of the biogeographic history of birds' habitats, and their current continent-scale gradients. We also report a positive correlation between thermal and habitat niche breadths, a pattern consistent with macroecological predictions concerning the processes shaping species' distributions. Our results suggest that the relationships between the climatic and habitat components of the niche have to be taken into account to understand and predict changes in species' distributions.