We studied den selection of Canada lynx (Lynx canadensis; hereafter lynx) at multiple ecological scales based on 57 dens from 19 females located in western Montana, USA, between 1999 and 2006. We considered 3 spatial scales in this analysis, including den site (11-m-radius circle surrounding dens), den area (100-m-radius circle), and den environ (1-km radius surrounding dens). Lynx denned in preexisting sheltered spaces created by downed logs (62%), root-wads from wind-thrown trees (19%), boulder fields (10%), slash piles (6%), and live trees (4%). Lynx preferentially selected den sites with northeasterly aspects that averaged 24°. Average distance between dens of 13 females monitored in consecutive years was 2,248 m, indicating low den site fidelity. Lynx exhibited habitat selection at all 3 spatial scales. Based on logistic regression, den sites differed from the surrounding den areas in having higher horizontal cover and log volume. Abundant woody debris from piled logs was the dominant habitat feature at den sites. Lynx generally denned in mature spruce–fir (Picea–Abies) forests with high horizontal cover and abundant coarse woody debris. Eighty percent of dens were in mature forest stands and 13% in mid-seral regenerating stands; young regenerating (5%) and thinned (either naturally sparse or mechanically thinned) stands with discontinuous canopies (2%) were seldom used. Female lynx selected den areas with greater spruce–fir tree basal area, higher horizontal cover, and larger-diameter trees compared to random locations within their home range. Lynx selected den environs in topographically concave or drainage-like areas, and farther from forest edges than random expectation. Maintaining mature and mid-seral regenerating spruce–fir forests with high horizontal cover and abundant woody debris would be most valuable for denning when located in drainages or in concave, drainage-like basins. Management actions that alter spruce–fir forests to a condition that is sparsely stocked (e.g., mechanically thinned) and with low canopy closure (<50%) would create forest conditions that are poorly suitable for lynx denning.