Will a rabbit make nest without being pregnant?

Yes, a rabbit can build a nest without being pregnant. Usually false pregnancies cause this, where the doe believes she is pregnant and the body goes through the motions of pregnancy (i.e. eats more, builds a nest, can become aggressive, etc.).

You may also notice a very crude version of a nest by either bucks or does during a heavy molt. If the rabbit sleeps in one spot and already has a "bed" made, while the fur is being molted out it can get caught within the bed and look like a very crude nest. *Note: This is not actually a rabbit making a nest, but can be mistaken as such*