Most conservation decisions take place at national or finer spatial scales. Providing useful information at such decision-making scales is essential for guiding the practice of conservation. Brazil is one of the world's megadiverse countries, and consequently decisions about conservation in the country have a disproportionate impact on the survival of global biodiversity. For three groups of terrestrial vertebrates (birds, mammals, and amphibians), we examined geographic patterns of diversity and protection in Brazil, including that of endemic, small-ranged, and threatened species. To understand potential limitations of the data, we also explored how spatial bias in collection localities may influence the perceived patterns of diversity. The highest overall species richness is in the Amazon and Atlantic Forests, while the Atlantic Forest dominates in terms of country endemics and small-ranged species. Globally threatened species do not present a consistent pattern. Patterns for birds were similar to overall species richness, with higher concentrations of threatened species in the Atlantic Forest, while mammals show a more generalized pattern across the country and a high concentration in the Amazon. Few amphibians are listed as threatened, mostly in the Atlantic Forest. Data deficient mammals occur across the country, concentrating in the Amazon and southeast Atlantic Forest, and there are no data deficient birds in Brazil. In contrast, nearly a third of amphibians are data deficient, widespread across the country, but with a high concentration in the far southeast. Spatial biases in species locality data, however, possibly influence the perceived patterns of biodiversity. Regions with low sampling density need more biological studies, as do the many data deficient species. All biomes except the Amazon have less than 3% of their area under full protection. Reassuringly though, rates of protection do correlate with higher biodiversity, including higher levels of threatened and small-ranged species. Our results indicate a need for expanded formal protection in Brazil, especially in the Atlantic forest, and with an emphasis on fully protected areas.