Human activity has altered 33–50% of Earth's surface, including temperate grasslands and sagebrush rangelands, resulting in a loss of biodiversity. By promoting habitat for sensitive or wide‐ranging species, less exigent species may be protected in an umbrella effect. The greater sage‐grouse (Centrocercus urophasianus; sage‐grouse) has been proposed as an umbrella for other sagebrush‐obligate species because it has an extensive range that overlaps with many other species, it is sensitive to anthropogenic activity, it requires resources over large landscapes, and its habitat needs are known. The efficacy of the umbrella concept, however, is often assumed and rarely tested. Therefore, we surveyed sage‐grouse pellet occurrence and sagebrush‐associated songbird abundance in northwest Colorado, USA, to determine the amount of habitat overlap between sage‐grouse and 4 songbirds (Brewer's sparrow [Spizella breweri], sage thrasher [Oreoscoptes montanus], sagebrush sparrow [Artemisiospiza nevadensis]), and green‐tailed towhee [Pipilo chlorurus]). During May and June 2013–2015, we conducted standard point count breeding surveys for songbirds and counted sage‐grouse pellets within 300 10‐m radius plots. We modeled songbird abundance and sage‐grouse pellet occurrence with multi‐scaled environmental features, such as sagebrush cover and bare ground. To evaluate sage‐grouse as an umbrella for sagebrush‐associated passerines, we determined the correlation between probability of sage‐grouse pellet occurrence and model‐predicted songbird densities per sampling plot. We then classified the sage‐grouse probability of occurrence as high (probability >0.5) and low (probability ≤0.5) and mapped model‐predicted surfaces for each species in our study area. We determined average songbird density in areas of high and low probability of sage‐grouse occurrence. Sagebrush cover at intermediate scales was an important predictor for all species, and ground cover was important for all species except sage thrashers. Areas with a higher probability of sage‐grouse occurrence also contained higher densities of Brewer's sparrows, green‐tailed towhees, and sage thrashers, but predicted sagebrush sparrow densities were lower in these areas. In northwest Colorado, sage‐grouse may be an effective umbrella for Brewer's sparrows, green‐tailed towhees, and sage thrashers, but sage‐grouse habitat does not appear to capture areas that support high sagebrush sparrow densities. A multi‐species focus may be the best management and conservation strategy for several species of concern, especially those with conflicting habitat requirements.