The woolly rhinoceros, Coelodonta antiquitatis, was an emblematic component of Pleistocene faunas in Eurasia, which went extinct around ca. 12.5 ky BP. The loss of its tundra-steppe habitat due to climatic changes is considered the main cause for its extinction, whereas human impact was limited. In this study, we investigated the paleobiology and paleoecology of C. antiquitatis during the last glacial interval (Würm/Weichselian; 130 to 11.7 kya). We explored evolutionary trends for diet, physiology, and habitat via dental wear, enamel hypoplasia, body mass, age structure, mortality curves and stable isotopes (carbon and oxygen). Our results confirmed that C. antiquitatis was a large-sized species, with body mass around 2000–2500 kg, and with C3 grazing or mixed-feeding habits. Age structure and mortality curves revealed potential sampling and/or taphonomical biases at a few localities (e.g., Brixham cave, Ofnethöhle, North Sea), and indicated several vulnerability periods (birth, weaning, cow-calf separation/maturity) also retrieved by hypoplasia analyses. We observed some spatio-temporal fluctuations of body mass (1850–2955 kg), dietary preferences (strict to variable grazing) and hypoplasia prevalence (7.41–47.06 %) of C. antiquitatis depending on the locality, but correlation to specific climatic events (stadials-interstadials) is difficult without exact datation. These variations were however limited, highlighting a rather strict climatic niche and suggesting a high vulnerability to climatic and vegetation changes.