The woolly rhinoceros (Coelodonta antiquitatis) was a cold-adapted herbivore, widely distributed from western Europe to north-east Siberia during the Late Pleistocene. Previous studies have associated the extinction of the species ∼14,000 calendar years before present to climatic and vegetational changes, suggesting the later survival of populations in north-east Siberia may have related to the later persistence of open vegetation in the region. Here, we analyzed carbon (δ¹³C) and nitrogen (δ¹⁵N) stable isotopes and mitochondrial DNA sequences to elucidate the evolutionary ecology of the species. Our dataset comprised 286 woolly rhinoceros isotopic records, including 192 unpublished records, from across the species range, dating from >58,600 to 12,135 ¹⁴C years before present (equivalent to 14,040 calendar years ago). Crucially, we present the first 71 isotopic records available to date of the 15,000 years preceding woolly rhinoceros extinction. The data revealed ecological flexibility and geographic variation in woolly rhinoceros stable isotope compositions across time. In north-east Siberia, we detected stability in δ¹⁵N through time, which could reflect long-term environmental stability, and may have enabled the later survival of the species in the region. To further investigate the paleoecology of woolly rhinoceroses, we compared their isotopic compositions with other contemporary herbivores. Our findings suggested isotopic similarities between woolly rhinoceros and both musk ox (Ovibos moschatus) and saiga (Saiga tatarica), albeit at varying points in time, and possible niche partitioning between woolly rhinoceros and both horse (Equus spp.) and woolly mammoth (Mammuthus primigenius). To provide phylogeographic context to the isotopic data, we compiled and analyzed the 61 published mitochondrial control region sequences. The genetic data showed a lack of geographic structuring; we found three haplogroups with overlapping distributions, all of which showed a signal of expansion during the Last Glacial Maximum. Furthermore, our genetic findings support the notion that environmental stability in Siberia influenced the paleoecology of woolly rhinoceroses in the region. Our study highlights the utility of combining stable isotopic records with ancient DNA to advance our knowledge of the evolutionary ecology of past populations and extinct species.