Biologists have long searched for mechanisms responsible for the increase in species richness with decreasing latitude. The strong correlation between species richness and climate is frequently interpreted as reflecting a causal link via processes linked to energy or evolutionary rates. Here, we investigate how the aggregation of clades, as dictated by phylogeny, can give rise to significant climate-richness gradients without gradients in diversification or environmental carrying capacity. The relationship between climate and species richness varies considerably between clades, regions and time periods in a global-scale phylogenetically informed analysis of all terrestrial mammal species. Many young clades show negative richness-temperature slopes (more species at cooler temperatures), with the ages of these clades coinciding with the expansion of temperate climate zones in the late Eocene. In carnivores, we find steeply positive richness-temperature slopes in clades with restricted distributions and tropical origins (e.g. cat clade), whereas widespread, temperate clades exhibit shallow, negative slopes (e.g. dog-bear clade). We show that the slope of the global climate-richness gradient in mammals is driven by aggregating Chiroptera (bats) with their Eutherian sister group. Our findings indicate that the evolutionary history should be accounted for as part of any search for causal links between environment and species richness.