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Abstract Many exogenous factors may influence demographic rates (i.e., births, deaths, immigration, emigration), particularly for migratory birds that must cope with variable weather and habitat throughout their range and annual cycle. In midcontinental grasslands, disturbance (e.g., fire and grazing) and precipitation influence variation in grassland structure and function, but we know little about when and why precipitation is associated with grassland species' vital rates. We related estimates of detection, survival, and emigration toa priorisets of precipitation metrics to test the putative alternative factors influencing movement and mortality in grasshopper sparrows (Ammodramus savannarum). This species is a migratory songbird that exhibits exceptionally high rates of within‐season and between‐season dispersal. Between 2013 and 2020, we captured and resighted grasshopper sparrows in northeastern Kansas, USA, compiling capture histories for 1,332 adult males. We tested predictions of climatic hypotheses explaining variation in survival and emigration throughout a grasshopper sparrow's annual cycle; both survival and emigration were associated with the El Niño‐Southern Oscillation precipitation index (ESPI). Survival was positively related with ESPI during winter, and temporary emigration was curvilinearly related to breeding season ESPI lagged 2 years, with the highest site fidelity associated with intermediate rainfall values. The relationship between rainfall and temporary emigration likely reflects the influence of weather over multiple years on vegetation structure with consequent effects on local demography. This study provides compelling support for the idea that grassland species respond to high interannual variability by adopting dispersal strategies unlike those of many well‐studied migrant birds. Furthermore, the results imply that the consequences of increasing climatic extremes may not be immediately apparent, with demographic consequences lasting for at least a few years.