Well, it's a bit complicated. Firefox saves the icons when you visit the site. Usually. If the bookmark redirects at all, so that the final address you load doesn't match the address you bookmarked, then Firefox doesn't save the icon. You usually can tell there was a redirect because after using the bookmark, the star icon in the address bar isn't blue (filled in). In that case, you may need to create a new bookmark or update the address of the old one (you can use right-click > Properties to update the address of a bookmark). There also are some sites where the server tells Firefox not to cache (store) the icon, so in that case, even if the address is an exact match, Firefox won't save the icon. I created an add-on to enable storing the icon for sites where you have this problem. I realize that's not convenient, but if it bugs you enough, you could give it a try: https://addons.mozilla.org/firefox/addon/cache-favicons-for-bookmarks/