The little brown bat (Myotis lucifugus) is an endangered species that occurs throughout most of North America. The recovery strategy for little brown bats in Canada identifies a need to understand habitat use and protect important bat habitat across the species' Canadian range; however, bat roosting habitat requirements have not been well studied in mountainous environments within the northern part of the species' range. Our objective was to understand the use of building and natural roosts by female little brown bats in the Canadian Rocky Mountains. Over two summers, we captured little brown bats in Banff, Yoho, and Kootenay National Parks, in Alberta and British Columbia, Canada, and tracked 49 females to their day roosts. Buildings were the only roost type used by radio‐tagged bats of all reproductive stages, the dominant roost type used throughout the reproductive period, and the only structures in which we located maternity colonies. Buildings also appeared to shape the distribution of foraging female and reproductive female bats such that few were captured at long distances from towns and building clusters. Compared with bats in more southern and in non‐mountainous areas, bats in our study area had delayed juvenile weaning and volancy, began hibernation early, and had low reproductive rates. We suggest that buildings are a key habitat for female little brown bats to persist at their current levels in our study area, by providing thermal conditions that promote overwinter survival; additional reproductive delays caused by torpor use in cool natural roosts would likely reduce juvenile and adult female overwinter survival below the levels required to sustain populations. Nevertheless, building colonies were unusually small, and bats had relatively low fidelity to particular building roosts, suggesting that building roosts may not consistently meet bats' needs. Some nonreproductive and pregnant females also frequently used natural roosts, particularly after colder nights; these roosts may be important in facilitating torpor and energy conservation for these bats. Because bats are long‐lived with low reproductive output and low juvenile survival, addressing the needs of both reproductive and nonreproductive individuals is important for population persistence.