Greater sage-grouse (Centrocercus urophasianus) populations have declined throughout the western United States over the past 3 decades. Habitat loss within the sagebrush steppe ecosystem is a major factor leading to sage-grouse population decline. Hen sage-grouse were captured, marked, and tracked during the summer of 2012 in southwestern and south-central Wyoming. I performed vegetation surveys, and avian point counts were performed at 1 early-season brood location, 1 late-season brood location, and an accompanying random location for each marked hen regardless of reproductive status. Multinomial models were run to determine what habitat variables were most informative in predicting site selection by hen sage-grouse. During early-brood season, hen sage-grouse with chicks selected sites that had high total shrub cover density; these areas also exhibited high densities of American kestrels (Falco sparverius). They did not avoid areas with common ravens (Corvus corax). Hen sage-grouse not accompanied by a brood selected sites with high total shrub cover and low densities of common ravens and American kestrels. During late-brood season, hen sage-grouse that were accompanied by a brood selected sites with high shrub cover and low densities of small avian predators, such as black-billed magpies (Pica hudsonia) and American kestrels as well as medium-sized predators, such as common ravens, buteo hawks (Buteo spp.), and northern harriers (Circus cyaneus). Hens that were not accompanied by broods were more often found in sites with high total shrub cover and low densities of small avian predators, but selected sites with higher densities of medium-sized predators. Hen sage-grouse select areas with high total shrub cover during early and late-brood season regardless of their reproductive status. By avoiding predators and selecting areas with cover, hens with broods can reduce the risk of their chicks being depredated.