The Arabian tahr is an Endangered mountain ungulate endemic to the Hajar Mountains of Arabia. The Arabian tahr population is in decline and threats to tahr habitat are intensifying, in addition new potential challenges from climate change are emerging. Fundamental to future conservation planning is understanding tahr habitat selection patterns, so we can prioritise habitat protection, and understand how habitat may be used to provide thermal refuge and allow adaptation to climate change impacts. We used GPS collars and resource selection functions to characterise Arabian tahr habitat preferences in Wadi Sareen Nature Reserve, Oman. We found tahr habitat selection was dependent on scale, sex and season. Vegetation resources were only selected at the smallest scales of selection and avoided at other scales. Habitat providing low heat load and thermal refuge were intensely selected at small and medium scales, by both sexes and in both seasons, suggesting the importance of thermal refuges in facilitating thermoregulation. Higher elevations, steep slopes and rugged habitats were selected across all scales tested here, and in previous landscape-scale studies, indicating the fundamental importance of these habitats in supporting Arabian tahr populations. Our results identified critical habitats required to sustain Arabian tahr, and demonstrated the importance of thermal refuges to species living in the hot climates such as the Arabian Peninsula. Given the accessibility of habitat layers, and ease in which the identified habitats can be mapped using a geographical information system, understanding the habitat selection of tahr and other species is a crucial step to increasing conservation management capacity of threatened species. Given our uncertainty of how to conserve wildlife under future climate change, understanding the availability and distribution of wildlife habitat is an important baseline from where we can plan, connect and preserve the resources necessary for wildlife conservation.