Understanding predator-prey dynamics is a fundamental principle of ecology and an ideal component for management decisions. Across North America, the impact of cougars (Puma concolor) on their prey varies regionally. To document the relationships between cougars, bighorn sheep (Ovis canadensis canadensis), mule deer (Odocoileus hemionus), and feral horses (Equus caballus) on the Bighorn Canyon National Recreation Area and the Pryor Mountains, we deployed GPS collars on 6 cougars (the total number residing on the study area), and visited their clusters to determine predation rates and foraging patterns. We examined the composition of cougar kills by species, mule deer sex-age classes, prey size classes, season, and cougar sex. As a measure of selection, we examined the composition of prey killed relative to the composition of ungulates obtained during an aerial survey. We found mule deer were the primary prey, while bighorn sheep constituted secondary prey. While cougars selected for bighorn sheep, this was attributable to a single cougar. Among mule deer, female cougars killed more does and male cougars killed more bucks. Family groups had the highest predation rates (i.e., the shortest time intervals between kills), while adult males had the lowest rate. During the study, cougars were not depredating any feral horses in the area. Maintaining predator and prey numbers will require agencies to monitor and man-age all fauna within this complex ecosystem. Habitat manipulations may be necessary to increase populations of deer and bighorn sheep, while continued management of feral horses will be required to reduce competition with native ungulates.