Alterations in weather patterns due to climate change are accelerated in alpine environments, but mountains also provide a wide range of niches and potential refuge areas. In order to identify future critical habitat for mountain ungulates for effective protection, it is important to understand their spatial responses to changing weather conditions without movement constraints by human disturbance. Using integrated step selection functions, we investigated fine-scale changes in seasonal habitat use in response to weather and time of day for 55 GPS-collared adult Alpine chamois in summer and 42 individuals in winter in a strictly protected area. Chamois reacted to increasing precipitation and wind speeds primarily by moving to lower elevations in summer and winter. However, reactions to high summer temperatures predominantly involved preferences for increasing tree cover density and northerly slopes. Snow depth had little effect on habitat choice, and southerly slopes were preferred in winter regardless of temperature. At night, chamois moved to steeper slopes and lower elevations than during daytime in both seasons, and to more open areas in summer. Steeper slopes were also preferred with increasing tree cover density. Chamois employ adaptive fine-scale adjustments in their habitat choice consistent with respect to efficient thermoregulation and protection from both weather extremes and predation risk in summer and winter. Movement responses to climate change are therefore expected to be far more complex than simple altitudinal changes in distribution. Particularly the role of forest cover must not be underestimated, as it appears to provide important thermal refuge habitat from high summer temperatures.