Morphometric studies of 3D micro CT‐scanned images can provide insights into the evolution of the brain and sensory structures but such data are still scarce for the most diverse mammalian order of rodents. From reviewed and new data, we tested for convergence to extreme aridity and high elevation in the sensory and brain morphology of rodents, from morphometric data from micro‐CT X‐ray scans of 174 crania of 16 species of three distantly related African murid (soft‐furred mice, Praomyini, laminate‐toothed rats, Otomyini, and gerbils, Gerbillinae) clades and one North American cricetid (deer mice and white‐footed mice, Peromyscus) clade. Recent studies demonstrated convergent evolution acting on the oval window area of the cochlea (enlarged in extremely arid‐adapted species of Otomyini and Gerbillinae) and on endocranial volume (reduced in high elevation taxa of Otomyini and Peromyscus). However, contrary to our predictions, we did not find evidence of convergence in brain structure to aridity, or in the olfactory/respiratory system (turbinate bones) to high elevation. Brain structure differed, particularly in the petrosal lobules of the cerebellum and the olfactory bulbs, between Otomyini and Gerbillinae, with extreme arid‐adapted species in each clade being highly divergent (not convergent) from other species in the same clade. We observed greater “packing” of the maxillary turbinate bones, which have important respiratory functions, in Peromyscus mice from high and low elevations compared to the high‐elevation African Praomyini, but more complex patterns within Peromyscus, probably related to trade‐offs in respiratory physiology and heat exchange in the nasal epithelium associated with high‐elevation adaptation.