The Rock Squirrel is found through much of the southwestern United States, and northern Mexico. As their name implies, they like rocks. They like rocks so much that whole areas of their range are devoid of these squirrels, just because of the lack of rocks. Where they are found their dens can be found on rocky slopes (surprise); north-facing slopes in the southern part of their range and south-facing slopes in the northern part of their range. As you might have guessed, rocks provide protection and thermal assistance.