Obligate brood parasites depend entirely on other species to raise their offspring. Most avian obligate brood parasites have altricial offspring that require enormous amounts of posthatching parental care, and the large fecundity boost that comes with complete emancipation from parental care likely played a role in the independent evolution of obligate parasitism in several altricial lineages. The evolution of obligate parasitism in the black-headed duck, however, is puzzling because its self-feeding precocial offspring should not constrain parental fecundity of a potential brood parasite in the way that altricial offspring do. We used an experimental nest predation study to test the idea that high nest predation rates played a role in the evolution of brood parasitism in this enigmatic duck. Experimental duck eggs in untended nests suffered massive rapid predation, while eggs in tended nests of the three main hosts, all aggressive nest defenders, had very high success, illustrating the benefits of parasitizing these 'bodyguard' hosts.