We conducted a study to determine the role of piñon–juniper (PJ) woodland in providing shelter for cattle at a site in central New Mexico. Positions of 16 cows, 8 pregnant or nursing (PN) and 8 nonpregnant–nonlactating (NPNL), grazing a PJ woodland–grass steppe mosaic were recorded every 5 min by Global Positioning System during late winter and early spring in 2004 and 2005 (eight different cows in each year). Hourly weather variables were also recorded at a weather station located at our research site. Weekly fecal samples were collected from all collared cattle (n = 16) to determine botanical composition of diets. Decreasing air temperatures, increasing relative humidity, winds out of the northwest (all of which are associated with heat loss), and increasing short-term thermal stress were associated with a detectable (P ≤ 0.05) increase in PJ-woodland preference of PN and NPNL cows. Days to/from calving date was a significant predictor of PJ-woodland preference of PN cows (P ≤ 0.05), which showed highest PJ-woodland preference on the day before or immediately after calving date. Preference for PJ woodland by all cows, averaged across the study period, increased with the increasing proportion of days with cold short-term thermal stress (P < 0.01) and decreasing availability of open shortgrass forage (P < 0.01). PN and NPNL cows exhibited detectably different grazing patterns (P = 0.01). PN cows explored smaller areas (P < 0.01) and traveled shorter distances (P = 0.053) than NPNL counterparts in any given day. Winterfat (Krascheninnikova lanata [Pursh] A. Meeuse & Smit) was the only plant species analyzed that was detectably more abundant (P = 0.05) in NPNL vs. PN diets, particularly during the week surrounding calving in 2005. Our data suggest that PJ woodland with abundant understory can play an important role in providing shelter for nursing or dry cattle during winter, particularly in years when forage availability is scarce.