The extent to which closely related species share similar niches remains highly debated. Ecological niches are increasingly analysed by combining distribution records with broad-scale climatic variables, but interactions between species and their environment often occur at fine scales. The idea that macroscale analyses correctly represent fine-scale processes relies on the assumption that average climatic variables are meaningful predictors of processes determining species persistence, but tests of this hypothesis are scarce. We compared broad- and fine-scale (microhabitat) approaches by analyzing the niches of European plethodontid salamanders. Both the microhabitat and the macroecological approaches identified niche differences among species, but the correspondence between micro- and macroecological niches was weak. When exploring niche evolution, the macroecological approach suggested a close relationship between niche and phylogenetic history, but this relationship did not emerge in fine-scale analyses. The apparent pattern of niche evolution emerging in broad-scale analyses likely was the by-product of related species having closely adjacent ranges. The environment actually experienced by most of animals is more heterogeneous than what is apparent from macro-scale predictors, and a better combination between macroecological and fine-grained data may be a key to obtain robust ecological generalizations.