Deep-time perspectives in macroecology are essential with regard to understanding the impact of climate forcing on faunal communities. Using late Miocene rodent faunas (12 to 5 Ma) from two different biogeographical provinces from southwestern Europe, we asked whether the waxing and waning of faunas with dissimilar ecological affinities tracked climate in different ways. The latest middle Miocene featured a fauna dominated by dormice with forest and mixed-habitat affinities. This group declined towards the Upper Miocene. Rodent taxa with the highest values of richness at the beginning of the Upper Miocene are generalists in the southern province and specialists of forested habitats in the northern province. Finally, we identified a third, increasingly significant group of rodents linked to open landscapes towards the end of the Miocene. These three broad ecological groups showed differential responses to a complex set of interconnected circumstances, including the biogeographic structure of the study area and climatic changes throughout time.