The potential for megafauna restoration is unevenly distributed across the world, along with the socio-political capacity of countries to support these restoration initiatives. We show that choosing a recent baseline to identify species' indigenous range puts a higher burden for megafauna restoration on countries in the Global South, which also have less capacity to support these restoration initiatives. We introduce the Megafauna Index, which considers large mammal's potential species richness and range area at country-level, to explore how the responsibility for megafauna restoration distributes across the world according to four scenarios using various temporal benchmarks to define species' indigenous range - current, historical (1500AD), mid-Holocene and Pleistocene. We test how the distribution of restoration burden across the world correlates to indicators of conservation funding, human development, and governance. Using a recent or historical baseline as a benchmark for restoration puts a higher pressure on African and south-east Asian countries while lifting the responsibility from the Global North, where extinctions happened a long time ago. When using a mid-Holocene or Pleistocene baseline, new opportunities arise for megafauna restoration in Europe and North America respectively, where countries have a higher financial and societal capacity to support megafauna restoration. These results contribute to the debate around benchmarks in rewilding initiatives and the ethical implications of using recent baselines to guide restoration efforts. We suggest that countries from the Global North should reflect on their responsibility in supporting global restoration efforts, by increasing their support for capacity building in the South and taking responsibility for restoring lost biodiversity at home.