Grassland birds are declining at an alarming rate and habitat limitation on the wintering grounds may play a major role in population declines. In an attempt to understand habitat needs and constraints of grassland bird species on their wintering grounds, we conducted the first-ever telemetry study to document the movements of a wintering grassland passerine bird in grasslands of the Chihuahuan Desert in northern Mexico. We attached radio-transmitters to 99 Vesper Sparrows in January of 2009 and 2010 and tracked them for up to 51 days. We estimated vegetation characteristics at foraging, roosting and random locations. We used kernel density estimators of the utilization distribution for each individual sparrow to estimate home range size. We found differences in average home range size between 2009 and 2010 (108.46 ± 36.43 ha and 30.91 ± 4.74 ha, respectively). Home ranges showed high levels of intraspecific overlap, with average pairwise overlap of 0.41, 0.70 and 0.79 among individuals at three study sites, as measured by the Bhattacharyya's affinity. Grasses and shrubs were shorter in foraging locations than in random sites within Vesper Sparrow core habitat, but we found no differences in grass cover and shrub cover. We suggest that movements of Vesper Sparrows are mostly limited to <1 km2 during the winter and hypothesize that these movements are subject to constraints by food limitation and predation.