Steenbok occupy a variety of habitats, from semi-desert to alpine moorland zones up to altitudes of 3,500 m on Mt Kenya (du Toit 2013). They occur widely in drier savannas, grasslands and scrublands (East 1999). In southern Africa they show a particular preference for heavily grazed areas, where the herb layer has a high forb to grass ratio and the woody layer is dominated by encroaching thorn scrub; such conditions often occur around watering points although Steenbok are largely water-independent. The key habitat requirement is the availability of high-quality food items (green browse, geophytes, berries, flowers or pods) throughout the year (du Toit 2013).

Steenbok have a disjunct distribution, with one population in East Africa (southern Kenya, north and central Tanzania) and a larger one in southern Africa, the isolating barrier being the tall miombo woodlands of central Zambia, Malawi (from which there are no records) and northern Mozambique (du Toit 2013). In southern Africa, their range extends from southern Angola and western Zambia, into most of Namibia (except the arid coastal parts), throughout Botswana, much of Zimbabwe, southern Mozambique, and much of South Africa (being absent only from southern and south-eastern KwaZulu-Natal and the neighbouring Eastern Cape) (du Toit 2013). Although their distribution is largely unchanged in southern Africa, in East Africa they no longer occur in Uganda, where most suitable habitat is now cultivated (East 1999).

The Steenbok is very well represented in protected areas and private farmland. The largest numbers occur in areas such as Serengeti-Mara and Tarangire (East Africa), Etosha National Park and private farmland (Namibia), northern, central and south-western rangelands (Botswana), Hwange National Park and private farmland (Zimbabwe) and Kruger National Park and private farmland (South Africa) (East 1999, du Toit 2013). About one-quarter of this estimated population occurs in protected areas and 30% on private land (East 1999).