Studies on mammal diversity and distribution are an important source to develop conservation and management strategies. The area located in southern Mongolia, encompassing the Alashan Plateau Semi-Desert and the Eastern Gobi Desert-Steppe ecoregions, is considered strategic for the conservation of threatened species. We surveyed the non-volant mammals in the Small Gobi-A Strictly Protected Area (SPA) and its surroundings, by using camera trapping, live trapping, and occasional sightings. We recorded 18 mammal species belonging to 9 families and 6 orders. Among them, 4 are globally threatened or near-threatened, 2 are included in the CITES Appendix I, and 2 are listed in the Appendix II. Moreover, we provide the southeasternmost record for the Snow Leopard ( Panthera uncia) in Mongolia, supported by photographic evidence. Our study highlights the importance of this protected area to preserve rare, threatened, and elusive species.