Most studies looking at pellets (the fur and bones remaining from eaten prey that an owl will regurgitate, often before flying off to hunt again), show that small rodents make up a high percentage of the NSWO diet. You can imagine how great it is to have a rodent hunter like a saw-whet around! This photo is a pic I took of an actual NSWO pellet.

Julie Shaw (CSU Chico graduate student) and trackers are tracking owls to their roost sites. Roosts are a great place to look for pellets and Julie will collect and analyze these. This is incredibly important because around here, there is no documented or published information about what the NSWO eats during the winter. But personally I have seen a NSWO sitting on a deer mouse (3 times) and a meadow vole. If you look closely at the picture below, of a bird we named "Lucky", you can see she has a large grey blob in front of her- a meadow vole!

Other prey items that saw-whets take include many small mammals like shrews, pocket mice, red tree voles, and even juvenile chipmunks and squirrels! Small birds are taken mostly during their nocturnal migrations and even some insects like beetles and grasshoppers. I took this information from the Birds of North America series for the NSWO, Cannings 1993, but you can go and subscribe online to this excellent resource!
Sometimes these small owls can't eat their whole prey, and eat them in pieces. If their is too much for one meal they will either cache the leftovers somewhere safe, like a crook in branch, or they will roost on top of it. What better way to have a warm dinner?