Climate change is likely to drive widespread species range shifts and extirpations, mostly on the warm distribution edges, where habitat tends to be fragmented, of lower quality, support lower population density, and at greater risk from extreme weather events. In the Intermountain West, future climate will likely be warmer and drier, driving a reduction in sagebrush (Artemesia sp.) and other shrubland cover. Among the species threatened by more xeric climate is the Greater sage-grouse (Centrocercus urophasianus), which depends on sagebrush for forage and shelter, though their response to temperature is not well studied. We deployed 75 data loggers across two valleys in southern Utah and Nevada, near the southern edge of sage-grouse distribution, and collected temperature data for 27 months. We used random forest models to test the impacts of temperature, land cover, and topography on sage-grouse habitat selection and found that temperature influenced selection in all seasons and both sites. In Utah, the warmer site, sage-grouse selected areas near trees during the extremes of both winter and summer. In autumn and spring those extremes were rarer and sage-grouse avoided habitat near trees. Conversely, sage-grouse in the cooler Nevada site selected contiguous patches of sagebrush in extremes periods but only selected habitat near trees during winter cold, avoiding trees during summer. Our findings show that extreme temperatures drive sage-grouse to select habitat near trees despite the risk likely posed by avian predators. The difference between the Utah and Nevada sites suggests that sage-grouse prefer sagebrush as thermal shelter but that it may be inadequate during the hottest times, forcing riskier selection. These models point toward a more mechanistic understanding of how sage-grouse distribution may retract at its warm edges. This will refine our understanding of seasonal habitat requirements and inform management decisions to prioritize thermal refugia for an imperiled species.