Global climate change is contributing to declines in biodiversity, although changes vary across geographic regions and species. The iconic greater sage-grouse (Centrocercus urophasianus; sage-grouse) is central to conservation within the North American sagebrush ecosystem, yet its vulnerability to climate effects remains poorly understood. We used hierarchical models to explore weather and climatic influences on sage-grouse across nearly four decades, focusing first on pattern (population change), then process (demographic life stage). We quantified eight indicators of temperature and/or moisture conditions across time lags of 0–1.5 years leading up to current year breeding activities. Sage-grouse population growth tended to increase following above-average growing season precipitation. Precipitation or drought timing influenced whether process effects were positive or negative. More summer and/or fall moisture corresponded with increases in subsequent year brood and adult survival, while concurrent seasonal drought led to reductions in nest survival. Positive concurrent spring drought associations with adult and brood survival were largely outweighed by positive prior year moisture effects. Density-dependence and indirect effects of precipitation through vegetation and forage resource pathways likely contributed to nuanced responses across life stages. Our research improves mechanistic understanding of this indicator species’ sensitivity to climatic factors, while reinforcing the importance of large-scale conservation initiatives for sagebrush ecosystems.