Natural nest sites are varied, and depend largely on topography. Favored locations include ledges or small caves on the faces of steep cliffs or banks. In areas where cliffs or their equivalent are not present, falcons will nest on rocky outcroppings, or even on the ground itself.

They do not construct traditional nests. At most, the birds may scrape a shallow depression to serve as the nest. Frequently the eggs are simply laid on the bare rock that serves as the nest site. (This is one reason why egg shell thinning caused by pesticide contamination can have such disastrous effects on peregrine populations.)

Prior to European settlement, suitable nesting habitat simply did not exist across most of the Great Plains region. However, localized populations were found naturally along the north shore of Lake Superior, on the banks of the Mississippi River in southern Minnesota, and in the Black Hills of South Dakota. A small number of peregrines also nested in the "Badlands" in western North and South Dakota.

During the mid-twentieth century all of these natural breeding populations were lost to a combination of pesticide contamination and other forms of human disturbance. Until the Fargo peregrine falcons appeared, the last known nesting in North Dakota occurred in 1954. Surprisingly, the new population of reintroduced peregrines shows a decided preference for manmade structures as nest sites. Although some natural locations have also been reclaimed, in the Midwest today such sites are utilized by only approximately one-fourth of the territorial pairs. The balance have established themselves on buildings, bridges and smokestacks. As a result, peregrines are now nesting in many areas where they did not naturally occur.

In many respects the Fargo nest site typifies the locations now favored by peregrine falcons. Although birds will nest directly on window ledges, exposed beams and similar locations, they take readily to nest trays or boxes installed specifically for their use.