You don't mention the type of tree or where you live. If it is a flowering tree, but not a fruit tree, you can prune when the blossoms die. You can give it another pruning in the fall too. If it is a fruit bearing tree, prune it after the fruit has been picked.
I happen to live in Zone 9 where we get no snow. Sometimes we give our trees a dormant pruning so that we casn correct any structural problems like crossed branches.