Silvopastoral agroforestry and the strategic placement of trees and hedgerows offers potential to improve livestock welfare and production efficiency through the provision of shelter in livestock farming systems. The aim of this study was to investigate the relationship between shelter-seeking behaviour of ewes during the lambing period and the microclimate influenced by landscape shelter features. Artificial and natural shelter was provided to Aberfield ewes (n = 15) on an upland sheep farm in Wales, UK, which were then continuously monitored for 14 days using global positioning system tracking devices. Modelling of microclimate influenced by topographical shelter features at the test site was used to generate a 1 m resolution wind field for geospatial statistical analysis of localised wind speed. Ewes demonstrated an increased preference for natural (3.4-fold; p < 0.01) and artificial (3.0-fold; p < 0.05) shelter zones five times the height of the shelter, compared to the exposed area of the trial site. Wind-chill and modelled local-scale wind speeds were found to have the greatest influence on shelter-seeking behaviour, with temperature and field-scale wind speed significantly influencing livestock behaviour. Mean wind-chill temperature during the trial was 3.7 °C (min −5.3 °C; max 13.1 °C), which is within the cold stress temperature threshold (−3 and 8 °C) that requires thermoregulatory strategies such as shelter-seeking behaviour. An improved understanding of the relationship between microclimate and shelter-seeking behaviour in sheep, demonstrated through the agent-based model developed in this project, shall better inform the economic incentives (e.g., reduction in lamb mortality and forage requirements) behind silvopastoral practices that benefit farm productivity, livestock welfare and the environment.