A trophic cascade recently has been reported among wolves, elk, and aspen on the northern winter range of Yellowstone National Park, Wyoming, USA, but the mechanisms of indirect interactions within this food chain have yet to be established. We investigated whether the observed trophic cascade might have a behavioral basis by exploring environmental factors influencing the movements of 13 female elk equipped with GPS radio collars. We developed a simple statistical approach that can unveil the concurrent influence of several environmental features on animal movements. Paths of elk traveling on their winter range were broken down into steps, which correspond to the straight‐line segment between successive locations at 5‐hour intervals. Each observed step was paired with 200 random steps having the same starting point, but differing in length and/or direction. Comparisons between the characteristics of observed and random steps using conditional logistic regression were used to model environmental features influencing movement patterns. We found that elk movements were influenced by multiple factors, such as the distance from roads, the presence of a steep slope along the step, and the cover type in which they ended. The influence of cover type on elk movements depended on the spatial distribution of wolves across the northern winter range of the park. In low wolf‐use areas, the relative preference for end point locations of steps followed: aspen stands > open areas > conifer forests. As the risks of wolf encounter increased, the preference of elk for aspen stands gradually decreased, and selection became strongest for steps ending in conifer forests in high wolf‐use areas. Our study clarifies the behavioral mechanisms involved in the trophic cascade of Yellowstone's wolf–elk–aspen system: elk respond to wolves on their winter range by a shift in habitat selection, which leads to local reductions in the use of aspen by elk.