Sciuromorph rodents are a monophyletic group comprising about 300 species with a body mass range spanning three orders of magnitude and various locomotor behaviors that we categorized into arboreal, fossorial and aerial. The purpose of this study was to investigate how the interplay of locomotor ecology and body mass affects the morphology of the sciuromorph locomotor apparatus. The most proximal skeletal element of the hind limb, i.e. the femur, was selected, because it was shown to reflect a functional signal in various mammalian taxa. We analyzed univariate traits (effective femoral length, various robustness variables and the in‐levers of the muscles attaching to the greater, third and lesser trochanters) as well as femoral shape, representing a multivariate trait. An ordinary least‐squares regression including 177 species was used to test for a significant interaction effect between body mass and locomotor ecology on the variables. Specifically, it tested whether the scaling patterns of the fossorial and aerial groups differ when compared with the arboreal, because the latter was identified as the ancestral sciuromorph condition via stochastic character mapping. We expected aerial species to display the highest trait values for a given body mass as well as the steepest slopes, followed by the arboreal and fossorial species along this order. An Ornstein–Uhlenbeck regression fitted to a phylogenetically pruned dataset of 140 species revealed the phylogenetic inertia to be very low in the univariate traits, hence justifying the utilization of standard regressions. These variables generally scaled close to isometry, suggesting that scaling adjustments might not have played a major role for most of the femoral features. Nevertheless, the low phylogenetic inertia indicates that the observed scaling patterns needed to be maintained during sciuromorph evolution. Significant interaction effects were discovered in the femoral length, the centroid size of the condyles, and the in‐levers of the greater and third trochanters. Additionally, adjustments in various femoral traits reflect the acquisitions of fossorial and aerial behaviors from arboreal ancestors. Using sciuromorphs as a focal clade, our findings exemplify the importance of statistically accounting for potential interaction effects of different environmental factors in studies relating morphology to ecology.