I have big plans of catching some fox on hay sets during my marten trapping. Some deer and elk around. I would use grass hay but not alfalfa to avoid ungulates but would I be better to use wheat straw? Hay is just easier to get.

Are they already eating the hay? We don't have crazy intense winters here so that could make the difference but ive never seen a deer bother hay or any indication that they ever have

They sure as the heck do in Central MI by golly! LOL I quickly learned some years ago to use straw if I wanted to catch coyote &/or fox in a straw set (aka hay set)

Try to get the hay chaff too excellent covering/blending.

I lived in MT back in the early 90's. When I set for marten it was usually in areas where deer did not winter. I would think if deer or elk were there, they would eat it. I had more issues with moose in the drainages. But at the end of one drainage there was a ranch I trapped and he had bales of hay. Deer would travel to tear it up in the winter. Lots of sheds in that area from them hammering the bales.
My friend in Lincoln MT tells mere there are no more deer or elk in the mountains. wolves got them.

I don’t see to many deer- if any, marten trapping but a few elk and lots of moose. I think I’ll go with straw.

Yup, better off to use straw over hay. But that still is no guarantee, depends on what other feed sources are available to the ungulates.

They do mine, try it.