Information gaps on the distribution of data deficient and rare species such as four‐horned antelope (FHA) in Nepal may impair their conservation. We aimed to empirically predict the distribution of FHA in Nepal with the help of data from the Indian subcontinent. Additionally, we wanted to identify core areas and gaps within the reported range limits and to assess the degree of isolation of known Nepalese populations from the main distribution areas in India. The tropical part of the Indian subcontinent (65°–90° eastern longitude, 5°–30° northern latitude), that is, the areas south of the Himalayan Mountains. Using MaxEnt and accounting for sampling bias, we developed predictive distribution models from environmental and topographical variables, and known presence locations of the study species in India and Nepal. We address and discuss the use of target group vs. random background. The prediction map reveals a disjunct distribution of FHA with core areas in the tropical parts of central to southern–western India. At the scale of the Indian subcontinent, suitable FHA habitat area in Nepal was small. The Indo‐Gangetic Plain isolates Nepalese from the Indian FHA populations, but the distribution area extends further south than proposed by the current IUCN map. A low to intermediate temperature seasonality as well as low precipitation during the dry and warm season contributed most to the prediction of FHA distribution. The predicted distribution maps confirm other FHA range maps but also indicate that suitable areas exist south of the known range. Results further highlight that small populations in the Nepalese Terai Arc are isolated from the Indian core distribution and therefore might be under high extinction risk.