A lynx lives in North America In the Northern Parts this includes the states:Colorado, North Carolina, Maine, Minnesota, Montana, Wyoming, Washington, South Dakota, and Idaho.It lives in burrows and caves and is nocturnal. Forests, artic, and prarries. Lynx usually live in snowy areas but if not they live in forests.   Forests, artics and praries. and probably other places. a lynx li … ves in noth america including colorado,minesota,and maine. 7 people found this useful.