Selection of nest sites directly influences reproductive success for Greater Sage-Grouse (Centrocercus urophasianus); thus, regional evaluation of how this species selects nest sites is necessary for effective habitat management. We evaluated fine-scale nest site selection of Greater Sage-Grouse in the Centennial Valley of southwest Montana. We conducted vegetation surveys at nest sites (n = 90) of radio-tagged Greater Sage-Grouse and paired random locations across 2 breeding seasons (2014–2015). The majority of nests were located under mountain big sagebrush (Artemisia tridentata ssp. vaseyana), three-tip sagebrush (A. tripartita), and basin big sagebrush (A. tridentata ssp. tridentata) shrubs. We used generalized linear models and information theory to evaluate competing hypotheses about nest site selection. Our top model indicated that nest site selection was primarily associated with nest shrub morphological characteristics and cover provided by the nest shrub. Mountain big sagebrush and three-tip sagebrush provided twice the amount of lateral cover that basin big sagebrush shrubs provided. Our results suggest that herbaceous cover was unimportant at fine scale nest site selection of Greater Sage-Grouse in our study area. Managers should focus on conserving large intact stands of mountain big sagebrush and three-tip sagebrush habitats because they provided the most lateral cover and supported the majority of nest sites.