Yes and no. When we built our coop we did not add any insulating material. But there is an air pocket between the outer wall and the inner wall as well as between the floor and bottom of the coop, which does act as an insulating area. So while we didn't really add any insulation, we did technically insulate by creating an air pocket on the walls and floor (the eaves are open though). If your coop has open walls right now maybe you could wait and see how your birds do in the cold temps. After all, if the walls are currently open it would be no big deal to go back and add insulation later if you feel it is necessary. And waiting until you think it is necessary could save you money and time if it turns out you never get to that point.