Ancient DNA (aDNA) has played a major role in our understanding of the past. Important advances in the sequencing and analysis of aDNA from a range of organisms have enabled a detailed understanding of processes such as past demography, introgression, domestication, adaptation and speciation. However, to date and with the notable exception of microbiomes and sediments, most aDNA studies have focused on single taxa or taxonomic groups, making the study of changes at the community level challenging. This is rather surprising because current sequencing and analytical approaches allow us to obtain and analyse aDNA from multiple source materials. When combined, these data can enable the simultaneous study of multiple taxa through space and time, and could thus provide a more comprehensive understanding of ecosystem-wide changes. It is therefore timely to develop an integrative approach to aDNA studies by combining data from multiple taxa and substrates. In this review, we discuss the various applications, associated challenges and future prospects of such an approach.