While resource selection varies according to the scale and context of study, gathering data representative of multiple scales and contexts can be challenging especially when a species is small, elusive and threatened. We explored resource selection in a small, nocturnal, threatened species, the greater bilby, Macrotis lagotis, to test (1) which resources best predict bilby occupancy, and (2) whether responses are sex specific and/or vary over time. We tracked 20 bilbies and examined within home range resource selection over multiple seasons in a large (110 ha) fenced sanctuary in temperate Australia. We tested a set of plausible models for bilby resource selection, and found that food biomass (terrestrial and subterranean invertebrates and subterranean plants) and soil textures (% sand, clay and silt) best predicted bilby resource selection for all sampling periods. Selection was also sex specific: female resource use, relative to males, was more closely linked to the location of high-quality resources (invertebrate biomass). Bilby selection for roads was independent of season but varied over time with males selecting for areas closer to roads when plants increased in density off roads. Our findings demonstrate the importance of considering resource selection over multiple contexts and highlight a method to collect such data on a difficult to study, threatened species. Collecting such data is critical to understanding the habitat required by species. •We studied multiyear habitat selection by a small nocturnal marsupial.•Resource selection was sex specific and varied over time.•Females were more selective of high-quality resources.•A snapshot habitat selection study is often inadequate for conserving species.•Reintroductions can fill key knowledge gaps for data-deficient threatened species.