The spatial distribution of biodiversity is driven by species dispersal and their response to the environment. Therefore, diversity patterns should differ across taxonomic groups depending on differences in traits associated with dispersal, metabolism, and foraging. We compared the distribution of rodents and marsupials in the Atlantic forest and investigated how species traits direct their responses to climate, habitat loss, and habitat fragmentation. To understand the effect of historic processes associated with dispersal and environmental filters, we also tested for the association of the taxonomic, functional, and phylogenetic dissimilarities with spatial distance and differences in climate and habitat loss. We hypothesise that marsupials would be more limited by the temperature gradient than rodents, which are more cold-tolerant and dispersal-limited. We compiled a database of 73 sites with data on small-mammal species occurrences and conducted multiple regression analyses to determine the influence of the environment on species richness and trait measures. Multiple regressions on distance matrices (MRM) were used to assess the relationship of species taxonomic, functional, or phylogenetic dissimilarities with geographical and environmental distances. Species with higher tail/body ratio and arboreality were found in warmer temperatures, but species richness increased mostly in areas with low precipitation and large forest fragments. Taxonomic dissimilarity was mostly associated with geographic distance and the distance-decay relationship was steeper for taxonomic than for phylogenetic or functional dissimilarities. As predicted, temperature had a stronger effect on the trait distribution of marsupials than of rodents. However, for both groups, spatial distance was the most important predictor of species dissimilarity. These results might suggest that, at broad scales, dispersal shaped the distribution of Neotropical small-mammal regardless of species adaptations to climatic conditions.