We explore the environments of the Sibiryachikha Neanderthals, who had migrated to the Altai at the end of MIS 4. Given that the territory was already populated by Denisovans, the key question is whether the choice of habitat was random (i.e., the immigrants occupied vacant ecological niches) or motivated by other factors. On the basis of published results relating to the study of small-mammal fauna and pollen analysis, the environments of Chagyrskaya and Okladnikov Caves during the Neanderthal habitation are reconstructed. Species of small mammals are viewed as biome members. To reconstruct the episodic transfer of mammalian remains between stratigraphic units, we used ordination statistics and compared the results with those of micromorphological and stratigraphic analyses of Chagyrskaya Cave. It was found that late Neanderthals of the Altai lived in similar environments, dominated by steppe and forest steppe landscapes. The choice of caves for habitation depended on several factors, the key ones being the availability of game and high-quality raw material for manufacturing tools. On the basis of the statistical analysis of small-mammal fauna and the stratigraphic and micromorphological analyses, we conclude that post-sedimentation processes in caves can include vertical transfer of animal remains, affecting environmental reconstructions.