Mammals have incredible biological diversity, showing extreme flexibility in eco-morphology, physiology, life history and behaviour across their evolutionary history. Undoubtedly, mammals play an important role in ecosystems by providing essential services such as regulating insect populations, seed dispersal and pollination and act as indicators of general ecosystem health. However, the macroecological and macroevolutionary processes underpinning past and present biodiversity patterns are only beginning to be explored on a global scale. It is also particularly important, in the face of the global extinction crisis, to understand these processes in order to be able to use this knowledge to prevent future biodiversity loss and loss of ecosystem services. Unfortunately, efforts to understand mammalian biodiversity have been hampered by a lack of data. New data compilations on current species' distributions, ecologies and evolutionary histories now allow an integrated approach to understand this biodiversity. We review and synthesize these new studies, exploring the past and present ecology and evolution of mammalian biodiversity, and use these findings to speculate about the mammals of our future.