Populations of grassland birds that overwinter in the Chihuahuan Desert are declining more rapidly than other grassland birds, and survival during the non‐breeding season may have a strong influence on population trends of these species. Habitat loss and deterioration due to desertification may be contributing to these declines, and the winter ecology of grassland birds under these changing environmental conditions remains relatively unexplored. To fill this information gap, we estimated the survival of two grassland‐obligate sparrows, Baird's Sparrows (Ammodramus bairdii) and Grasshopper Sparrows (A. savannarum), on their wintering grounds in the Chihuahuan Desert, and investigated the role of habitat structure and weather on survival rates. We deployed radio‐transmitters on Baird's (N = 49) and Grasshopper (N = 126) sparrows near Janos, Chihuahua, and tracked birds from November to March during the winters of 2012–2013 and 2013–2014. Causes of mortality included avian predators, mammals, and possibly weather. We estimated an overall weekly winter survival probability of ŝ = 92.73% (95% CI[s] = 88.63–95.44%) for Baird's Sparrows in 2012–2013. We estimated a weekly winter survival probability of ŝ = 93.48% (95% CI[s] = 90.29–96.67%) and ŝ = 98.78% (95% CI[s] = 97.88–99.68%) for Grasshopper Sparrow in 2012–2013 and 2013–2014, respectively. Weekly winter survival was lower with colder daily minimum temperatures for both species and in areas with taller shrubs for Grasshopper Sparrows, with the shrubs potentially increasing predation risk by providing perches for Loggerhead Shrikes (Lanius ludovicianus). Our results highlight the need to maintain healthy grass structure in wintering areas to provide birds with food, protection from predators, and adequate cover from inclement weather. Our results also demonstrate that the presence of shrubs can lower winter survival, and suggest that shrub encroachment into the winter habitat of these sparrows may be an important driver of their population declines. Shrub removal could increase survival of wintering sparrows in the Chihuahuan Desert by reducing availability of perches for avian predators, thus reducing predation risk.