The markhor occupies mountainous country across Pakistan, Afghanistan, Tajikistan, Uzbekistan, Turkmenistan, and the Indian region of Jammu and Kashmir. Within that range it is patchily distributed, clinging to areas of suitable terrain rather than spreading evenly across the mountains.
Its preferred ground is steep and rocky, typically between about 600 and 3,600 metres in elevation. The classified forest habitat here is montane rather than lowland: open scrub woodland of oak, pine, and juniper on slopes that are too steep and too dry for dense timber. Cliffs and rock faces are never far away, because they are the markhor's escape terrain. When alarmed, the animals climb rather than run across open ground, using ledges and outcrops that predators cannot easily follow.
Elevation use shifts with the seasons. In summer, markhors range higher onto meadows and upper slopes; in winter, deep snow pushes them down to lower, more sheltered ground where forage is still reachable.