Nest survival, along with female survival and chick survival, is the most important vital rates to population growth of greater sage-grouse (Centrocercus urophasianus; sage-grouse). We used global positioning system and very high-frequency transmitters on female sage-grouse to identify 204 nests and monitor incubation on 5 sites in the Bighorn Basin, Wyoming from 2011 to 2014; we determined nest fate and identified predators with camera traps. We used an information-theoretic approach to compare 6 a priori nest survival models. Nest survival was best described by a model that included differences across study sites and ranged from 0.20±0.01 (SE) to 0.56±0.05. Coyotes (Canis latrans) were the apex predator, and coyotes were removed annually by United States Department of Agriculture, Animal and Plant Inspection Service, Wildlife Services on 4 of 5 sites to reduce depredation to livestock and big game (removal = 0–0.56 coyotes/km2/site). Coyotes were the greatest contributor to nest failure, followed by common ravens (Corvus corax), abandonment, and female mortality. The direct effect of nest depredation by coyotes was greater than other reported sage-grouse studies, yet our nest survival rates were consistent with others reported throughout the species range. Coyote removal did not appear to have indirect effects, such as a mesopredator release, on nest survival. Nest survival was least on a site where coyotes and ravens depredated nests at nearly the same rate, and where ravens were observed nesting on infrastructure close to nesting sage-grouse.