Animal camouflage is a longstanding example of adaptation. Much research has tested how camouflage prevents detection and recognition, largely focusing on changes to an animal's own appearance over evolution. However, animals could also substantially alter their camouflage by behaviourally choosing appropriate substrates. Recent studies suggest that individuals from several animal taxa could select backgrounds or positions to improve concealment. Here, we test whether individual wild animals choose backgrounds in complex environments, and whether this improves camouflage against predator vision. We studied nest site selection by nine species of ground-nesting birds (nightjars, plovers and coursers) in Zambia, and used image analysis and vision modeling to quantify egg and plumage camouflage to predator vision. Individual birds chose backgrounds that enhanced their camouflage, being better matched to their chosen backgrounds than to other potential backgrounds with respect to multiple aspects of camouflage. This occurred at all three spatial scales tested (a few cm and five meters from the nest, and compared to other sites chosen by conspecifics), and was the case for the eggs of all bird groups studied, and for adult nightjar plumage. Thus, individual wild animals improve their camouflage through active background choice, with choices highly refined across multiple spatial scales.