Eggs of several brood parasites have thicker and stronger shells than expected for their size. The present study evaluated the puncture resistance hypothesis for the occurrence of thick-shelled eggs in common cuckoos Cuculus canorus by investigating costs of cuckoo egg ejection in four Acrocephalus warblers—the great reed warbler A. arundinaceus, reed warbler A. scirpaceus, marsh warbler A. palustris and sedge warbler A. schoenobaenus. The three latter species all suffered ejection costs, while ejection was not costly in the larger great reed warbler. The occurrence of ejection costs was negatively related to host bill size. In the marsh warbler, we compared ejection costs in naturally parasitized nests and two experimental treatments, in which broods were parasitized artificially with great reed warbler and conspecific eggs. Hosts damaged their own eggs significantly more often when ejecting the thick-shelled cuckoo eggs than when ejecting the similarly sized but thinner-shelled great reed warbler eggs, providing some support for the puncture resistance hypothesis. Ejection of conspecific eggs did not involve any costs. Furthermore, contrary to predictions derived from the laying damage hypothesis, there was no evidence that egg damage was associated with cuckoo egg laying. Hosts damaging their own eggs during ejection were more likely to subsequently desert their clutches than those that did not. The frequency of clutches smeared with the contents of the ejected egg were positively related to the hypothesized difficulty of foreign egg puncturing. Potential advantages of thicker shells in common cuckoo eggs are discussed.