Pallas cats are found in Asian counties like Nepal, China, Iran, and Mongolia. They live primarily in hilly areas and steppes with rocky outcroppings at elevations between 9,000 to 13,000 feet. Their typical habitat has little rainfall and low humidity. Even though they can live in temperatures as cold as -58 degrees Fahrenheit, Pallas cats are not able to live in areas with deep, loose snow. Because they live in such cold environments, the Pallas cat has the longest and densest fur of any cat species.

Spending most of the day in caves, rocky crevices, or marmot burrows, these cats normally emerge in late afternoon to hunt. Since they have such compact bodies, Pallas cats are not good runners and must rely on stalking to catch their prey. They will often hunt small mammals like hares, marmots, and pika. Their slate colored fur helps them to blend into their surroundings, often times hiding in plain sight.

One of the threats that the Pallas cat faces is being hunted for their fur. In Tibet, 1,000 skins were sold in 1977. However, because these cats are so efficient at controlling the rodent population, the Pallas cat is protected in China.