We evaluate the role of biogeographical affinity in shaping relationships between ecological diversity as a proxy of functional diversity and phylogenetic diversity and their association with environmental variation, across tropical and temperate latitudes of the Americas. If environmental niches are evolutionarily conserved, high mammal taxa of tropical and temperate affinity will show consistent differences in these relationships. Accordingly, mammal groups of tropical affinity (old-autochthonous: marsupials and xenarthrans; and mid-Cenozoic immigrants: hystricognaths and primates) show stronger positive correlations between ecological and phylogenetic diversity within the tropics than those from extra-tropical latitudes where newcomers from North America (artiodactyls) show the strongest positive correlations. The other group of newcomers (carnivorans), however, show a peak in the association that include both tropical and extra-tropical latitudes of South America. Climate predominates over topographic relief in structuring the spatial variation of ecological and phylogenetic mammal diversity. The environmental structuring of ecological and phylogenetic mammal diversity across the Americas is more complex than expected from a latitudinal diversity gradient. Dry seasonal tropical habitats generated considerable heterogeneity in relationships between ecological and phylogenetic diversity and their association with environmental correlates. We conclude that biogeographical affinity and regional associations between the different components of diversity and the environment should be considered for a comprehensive explanation of covariation between ecological and phylogenetic diversity on a continental scale.