Winter is an important period for most mountain ungulates due to limited availability of preferred forage and costs associated with travel through deep snow. We examined winter habitat selection by Rocky Mountain bighorn sheep (Ovis canadensis canadensis Shaw, 1804) where four large, open-pit coal mines are in operation. Sheep in this area generally winter at high elevation on windswept, south-facing native grasslands. We used GPS collars and Resource Selection Function analysis to examine movements and habitat selection. A majority (79%) of the sheep were migratory and fidelity to winter ranges was high (88%). Sheep showed low use (∼10%–20%) of mine areas between November and April, followed by increased use peaking at 60%–65% in September–October. Wintering sheep were positively associated with high elevations, closeness to escape terrain, and warmer aspects. High-elevation, native grasslands were the highest ranked cover class. Most sheep that used mine areas during winter used reclaimed habitats, primarily reclaimed spoils and pits. Primary winter ranges comprised 4.3% of merged sheep range, emphasizing the limited amount of occupied winter ranges within the landscape. Disturbance to native winter range resulting from development should be minimized or be conducted in a manner that effectively manages and (or) mitigates the impacts.