Arctic and boreal environments are changing rapidly, which could decouple behavioral and demographic traits of animals from the resource pulses that have shaped their evolution. Dall's sheep (Ovis dalli dalli) in northwestern regions of the USA and Canada, survive long, severe winters and reproduce during summers with short growing seasons. We sought to understand the vulnerability of Dall's sheep to a changing climate in Lake Clark National Park and Preserve, Alaska, USA. We developed ecological hypotheses about nutritional needs, security from predators, energetic costs of movement, and thermal shelter to describe habitat selection during winter, spring, and summer and evaluated habitat and climate variables that reflected these hypotheses. We used the synoptic model of animal space use to estimate parameters of habitat selection by individual females and calculated likelihoods for ecological hypotheses within seasonal models. Our results showed that seasonal habitat selection was influenced by multiple ecological requirements simultaneously. Across all seasons, sheep selected steep rugged areas near escape terrain for security from predators. During winter and spring, sheep selected habitats with increased forage and security, moderated thermal conditions, and lowered energetic costs of movement. During summer, nutritional needs and security influenced habitat selection. Climate directly influenced habitat selection during the spring lambing period when sheep selected areas with lower snow depths, less snow cover, and higher air temperatures. Indirectly, climate is linked to the expansion of shrub/scrub vegetation, which was significantly avoided in all seasons. Dall's sheep balance resource selection to meet multiple needs across seasons and such behaviors are finely tuned to patterns of phenology and climate. Direct and indirect effects of a changing climate may reduce their ability to balance their needs and lead to continued population declines. However, several management approaches could promote resiliency of alpine habitats that support Dall's sheep populations.