Keystone engineers are critical drivers of biodiversity throughout ecosystems worldwide. Within the North American Great Plains, the black‐tailed prairie dog is an imperiled ecosystem engineer and keystone species with well‐documented impacts on the flora and fauna of rangeland systems. However, because this species affects ecosystem structure and function in myriad ways (i.e., as a consumer, a prey resource, and a disturbance vector), it is unclear which effects are most impactful for any given prairie dog associate. We applied structural equation models (SEM) to disentangle direct and indirect effects of prairie dogs on multiple trophic levels (vegetation, arthropods, and birds) in the Thunder Basin National Grassland. Arthropods did not show any direct response to prairie dog occupation, but multiple bird species and vegetation parameters were directly affected. Surprisingly, the direct impact of prairie dogs on colony‐associated avifauna (Horned Lark [Eremophila alpestris] and Mountain Plover [Charadrius montanus]) had greater support than a mediated effect via vegetation structure, indicating that prairie dog disturbance may be greater than the sum of its parts in terms of impacts on localized vegetation structure. Overall, our models point to a combination of direct and indirect impacts of prairie dogs on associated vegetation, arthropods, and avifauna. The variation in these impacts highlights the importance of examining the various impacts of keystone engineers, as well as highlighting the diverse ways that black‐tailed prairie dogs are critical for the conservation of associated species.