Santos et al. (2010) describe the first nests collected of Megalopta aegis and provide photographs of the nests. These nests were collected from dead sticks suspended above the ground in the understory of the Cerrado forest of Area de Protecao Ambiental Agua Limpa, Sao Palo state, Brazil.
Like the well-studied Megalopta genalis, M. aegis construct tunnel nests in dry, rotting wood. Cells are constructed in excavated cavities with the entrances flush against the tunnel wall.
Three nests were found, two of which contained one female each, and one of which had two females. The authors speculate that like M. genalis, M. aegis is facultatively solitary or social.