Climate often drives ungulate population dynamics, and as climates change, some areas may become unsuitable for species persistence. Unraveling the relationships between climate and population dynamics, and projecting them across time, advances ecological understanding that informs and steers sustainable conservation for species. Using pronghorn (Antilocapra americana) as an ecological model, we used a Bayesian approach to analyze long-term population, precipitation, and temperature data from 18 populations in the southwestern United States. We determined which long-term (12 and 24 months) or short-term (gestation trimester and lactation period) climatic conditions best predicted annual rate of population growth (λ). We used these predictions to project population trends through 2090. Projections incorporated downscaled climatic data matched to pronghorn range for each population, given a high and a lower atmospheric CO2 concentration scenario. Since the 1990s, 15 of the pronghorn populations declined in abundance. Sixteen populations demonstrated a significant relationship between precipitation and λ, and in 13 of these, temperature was also significant. Precipitation predictors of λ were highly seasonal, with lactation being the most important period, followed by early and late gestation. The influence of temperature on λ was less seasonal than precipitation, and lacked a clear temporal pattern. The climatic projections indicated that all of these pronghorn populations would experience increased temperatures, while the direction and magnitude of precipitation had high population-specific variation. Models predicted that nine populations would be extirpated or approaching extirpation by 2090. Results were consistent across both atmospheric CO2 concentration scenarios, indicating robustness of trends irrespective of climatic severity. In the southwestern United States, the climate underpinning pronghorn populations is shifting, making conditions increasingly inhospitable to pronghorn persistence. This realization informs and steers conservation and management decisions for pronghorn in North America, while exemplifying how similar research can aid ungulates inhabiting arid regions and confronting similar circumstances elsewhere.