Pallid sturgeon Scaphirhynchus albus (Forbes & Richardson, 1905, Bulletin of the Illinois State Laboratory of Natural History, 1905, 7, 37) are an endangered riverine sturgeon native to the Mississippi and Missouri rivers, and declining numbers have been attributed to multiple stressors, including habitat loss and alteration. The lower Mississippi River provides a useful context to assess pallid sturgeon habitat selection because, although altered for flood control and navigation, it provides a free‐flowing system with a diversity of habitats and a minimally altered hydrograph. A discrete choice model of data collected year‐round from two reaches for 3–5 years revealed changes in habitat selection across water temperatures and river stages representative of seasonal variation in habitat for 116 telemetry‐tagged pallid sturgeon. Natural bank, island tip, and secondary channel were positively selected and main channel, although frequently used, was avoided. The degree of selection varied among river stages, water temperatures, and reaches. Habitat selection appears to be strongly influenced by preference for locations with moderate depth (median 11.7 m; lower and upper quartiles 8.1 m and 16.3 m) and moderate current velocity (median 0.9 m/s; lower and upper quartiles 0.7 m/s and 1.2 m/s).