Maximum energy assimilation rate has been implicated as a constraint on maximal sustained energy expenditure, on biomass production, and in various behavioural and life history models. Data on the upper limit to energy assimilation rate are scarce, and the factors that set the limit remain poorly known. We studied migratory waders in captivity, given unlimited food supply around the clock. Many of these waders assimilated energy at rates of seven to ten times basal metabolism, exceeding maximum rates reported for vertebrates during periods of high energy demand, for example during reproduction and in extreme cold. One factor allowing the high energy assimilation rates may be that much of the assimilated energy is stored and not concomitantly expended by muscles or other organs. The remarkable digestive capacity in waders is probably an adaptation to long and rapid migrations, putting a premium on high energy deposition rates. The upper limit to daily energy assimilation in vertebrates is clearly higher than hitherto believed, and food availability, total daily feeding time and, possibly, the fate of assimilated energy may be important factors to take into account when estimating limits to energy budgets in animals.