Guenther's Dik-dik inhabits arid and semi-arid scrublands, preferring stony ground and seldom seen far from cover (Hoppe and Brotherton 2013). They range from sea level to about 2,100 m (Yalden et al. 1996). Where sympatric with M. saltiana prefers drier, scrub-covered hillsides and thick bush (Yalden, 2013). In Somaliland (N Somalia) the only recent records are from the south, in stony hills with dense thorn scrub (Mallon and Jama 2015).

The range of Guenther’s Dik-dik covers Somalia, the eastern and southern lowlands of Ethiopia, South Sudan (east of the Nile R.), north-eastern Uganda, and northern and western Kenya, north of the Tana River (East 1999, Hoppe and Brotherton 2013). In Somaliland (northern Somalia) restricted to the south (Mallon and Jama 2015).

Guenther's Dik-dik occurs in a number of protected areas, such as Omo, Mago, Yabelo and Nechisar (Ethiopia), Kidepo Valley (Uganda) and Sibiloi, Marsabit, Samburu and Meru (Kenya), in which it is common. The bulk of its population occurs in unprotected areas.