Evolutionary history can explain species resemblance to a large extent. Thus, if closely related species share combinations of traits that modulate their response to environmental changes, then phylogeny could predict species sensitivity to novel stressors such as increased levels of deforestation. To test this hypothesis, we used 66,949 plots (25-m-radius) of the Spanish National Forest Inventory and modelled the relationships between local (plot-level) stem density of 61 Holarctic tree species and forest canopy cover measured at local and landscape scales (concentric circles centred on the plots with radiuses of 1.6, 3.2 and 6.4 km, respectively). Then, we used the output model equations to estimate the probability of occurrence of the species as a function of forest canopy cover (i.e. response to forest loss), and quantified the phylogenetic signal in their responses using a molecular phylogeny. Most species showed a lower probability of occurrence when forest canopy cover in the plots (local scale) was low. However, the probability of occurrence of many species increased when forest canopy cover decreased across landscape scales. We detected a strong phylogenetic signal in species response to forest loss at local and small landscape (1.6 km) scales. However, phylogenetic signal was weak and non-significant at intermediate (3.2 km) and large (6.4 km) landscape scales. Our results suggest that phylogenetic information could be used to prioritize forested areas for conservation, since evolutionary history may largely determine species response to forest loss. As such, phylogenetically diverse forests might ensure contrasted responses to deforestation, and thus less abrupt reductions in the abundances of the constituent species.