Density-dependence in juvenile survival may be difficult to detect if survival is also affected by density-independent factors. We investigated the relationships among weather parameters, population density, and lamb survival of bighorn sheep with long-term data from a marked population where we manipulated population density. We distinguished neonatal survival and winter survival. Density interacted with weather variables to affect neonatal survival; spring and winter temperatures had a positive effect on neonatal survival only when population density was high. Neonatal survival was positively affected by spring precipitation independently of population density. Winter survival was positively correlated with temperature and precipitation during the previous spring, negatively correlated with density, and independent of winter temperature or snowfall. The effect of weather on lamb winter survival did not vary with density. Bighorn lambs are well adapted to harsh winter weather, but spring weather influenced survival of lambs at birth and during the subsequent winter, possibly through its effects on forage availability. Our study clearly demonstrates density-dependence in lamb survival. Some of the effects of weather on lamb survival are density-independent, others are mediated by an interaction with population density.