Pronghorns are primarily found in grassland, sage scrub or chapparal, and desert. The southern portion of their range consists mainly of arid grasslands and open prairies. Throughout the rest of their range they are common in sage scrub and chaparral as well, areas of dense shrubs with tough leaves.

The lifespan of the pronghorns is about 10 years.The horns of the pronghorn help make it unique: they are a cross between horns and antlers, with qualities of both. True antlers are made of bone and shed each year; true horns are made of compressed keratin that grows from a bony core and are never shed. The horns adorning the pronghorn are neither true horns nor true antlers. Instead, the sheath is made of keratin but the horns shed yearly.

The pronghorn is the fastest land mammal in the New World, being built for maximum predator evasion through running. The top speed is very hard to measure accurately and varies between individuals; it can run 56 km/h for 6 km (35 mph for 4 mi), 67 km/h for 1.6 km (42 mph for 1 mi), and 88.5 km/h for 0.8 km (55 mph for 0.5 mi).

It is often cited as the second-fastest land animal, second only to the cheetah. It can, however, sustain high speeds longer than cheetahs. A pronghorn is both diurnal and nocturnal, meaning that it may be active in the day and at night. It may move up to 10 kilometers (6 miles) a day, and the male marks territory with its scent glands.

It is very curious and has excellent eyesight and depth perception. It can spot slight movements up to 5 kilometers (3 miles) away.