The distributions of many species are not at equilibrium with their environment. This includes spreading non-native species and species undergoing range shifts in response to climate change. The habitat associations of these species may change during range expansion as less favourable climatic conditions at expanding range margins constrain species to use only the most favourable habitats, violating the species distribution model assumption of stationarity. Alternatively, changes in habitat associations could result from density-dependent habitat selection; at range margins, population densities are initially low so species can exhibit density-independent selection of the most favourable habitats, while in the range core, where population densities are higher, species spread into less favourable habitat. We investigate if the habitat preferences of the non-native common waxbill Estrilda astrild changed as they spread in three directions (north, east and south-east) in the Iberian Peninsula. There are different degrees of climatic suitability and colonization speed across range expansion axes, allowing us to separate the effects of climate from residence time. In contrast to previous studies we find a stronger effect of residence time than climate in influencing the prevalence of common waxbills. As well as a strong additive effect of residence time, there were some changes in habitat associations, which were consistent with density-dependent habitat selection. The combination of broader habitat associations and higher prevalence in areas that have been colonised for longer means that species distribution models constructed early in the invasion process are likely to underestimate species’ potential distribution.