We compared three fecal steroid metabolite assays for their usefulness in detecting pregnancy among free-ranging Rocky Mountain bighorn sheep (Ovis canadensis canadensis) from Bighorn Canyon National Recreation Area, Wyoming and Montana (USA) and captive bighorn ewes at ZooMontana in Billings, Montana. Fecal samples were collected from 11 free-ranging, radio-collared bighorn ewes in late January–May 2001 and from 20 free-ranging, radio-collared ewes in late March to mid-May 2002. Free-ranging ewes were monitored the following spring to determine whether or not they lambed. In addition, two captive ewes were studied at Zoo-Montana. With three exceptions, free-ranging bighorn ewes that produced lambs had nonspecific progesterone metabolite (iPdG) levels of >1,800 ng/g feces and iPdG levels >7,000 ng/gm feces when samples were collected between early March and mid-May Samples collected earlier in the year were inconclusive. One false negative was suspected to be the result of sample collection error. Of the captive ewes, nonspecific pregnanediol-3α–glucuronide (PdG) and iPdG followed a predictable curve over the course of the 180-day pregnancies. We conclude that estrone conjugates are not useful in diagnosing pregnancy; however, fecal steroid analysis of PdG and iPdG can be used to accurately determine pregnancy and reproductive function in bighorn sheep. This holds great potential as a noninvasive technique for understanding the role of reproductive disease in wild bighorn sheep.