The Canada lynx (Lynx canadensis) and the bobcat (Lynx rufus) are closely related species with overlap at their range peripheries, but the factors that limit each species and the interactions between them are not well understood. Habitat selection is a hierarchical process, in which selection at higher orders (geographic range, home range) may constrain selection at lower orders (within the home range). Habitat selection at a very fine scale within the home range has been less studied for both lynx and bobcat compared to selection at broader spatio-temporal scales. To compare this fourth-order habitat selection by the two species in an area of sympatry, we tracked lynx and bobcat during the winters of 2017 and 2018 on the north shore of Lake Huron, Ontario. We found that both lynx and bobcat selected shallower snow, higher snowshoe hare abundance, and higher amounts of coniferous forest at the fourth order. However, the two species were spatially segregated at the second order, and lynx were found in areas with deeper snow, more snowshoe hare, and more coniferous forest. Taken together, our findings demonstrate that the lynx and bobcat select different resources at the second order, assorting along an environmental gradient in the study area, and that competition is unlikely to be occurring between the two species at finer scales.