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Large ungulates grazing native rangelands during winter must balance forage intake, a source of energy gain, with minimizing thermal stress, a source of energy loss. Another source of energy loss, energy expended, is related to time spent in different activities. Natural or man-made shelter may alter time spent in different activities. Our objectives were to determine if access to windbreaks altered diurnal activity patterns of beef cattle grazing a windy, foothill range site during winter, and if diurnal activity patterns could be related to weather. We observed diurnal activity patterns of cattle with and with out access to windbreaks (windbreak, nonwindbreak) for two winters on an exposed pasture in southwest Montana. Actual use of windbreaks was only recorded in Winter 2. Windbreak cattle did not use the windbreak until day 16; subsequently, time spent behind windbreaks ranged from 0 to 30%. Activity patterns of windbreak and nonwindbreak cattle differed in subtle ways, indicating they used similar behaviors to minimize energy expended and to maximize energy gain. Time spent grazing was inconsistent between the two winter trials, possibly reflecting large differences in body condition when they entered each winter. For individual groups, time spent grazing (Winter 1, 33–96%; Winter 2, 18–94%) and standing (Winter 1, 0–63%; Winter 2, 0–78%) varied widely on a day-to-day basis, reflecting either an immediate response to that day's weather, or possibly a compensatory response to the previous day’(s’) weather, especially following cold, windy days. Wind velocity had minimal effect on grazing time, presumably because high wind velocities were associated with relatively warm days, or the animals were in sufficient condition to tolerate high wind velocities. Instead of minimizing energy expended by lying down during extreme cold, cattle spent more time standing, which maximizes heat gain from solar radiation. During winter, cattle behavior is a tradeoff between maximizing energy gain (thermal and food) and minimizing energy loss (thermal and metabolic). Key words: Activity, behavior, cattle, shelter, thermal, weather