Grey wolves will live in many different climates, including deserts, grasslands, forests and arctic tundras. Popular to contrary belief, wolf dens are not homes, but shelters, for a female wolf and her pups. Wolves will find natural shelters, near water, and facing the south for the most sun. Very rarely will a wolf dig their own burrow. A wolf burrow has 1 to 3 entrances, and usually really small.