The Mexican Transition Zone is a biogeographically complex area where old and new lineages of Neotropical and Nearctic affinities overlap. Its biota was assembled by successive dispersal events of cenocrons, which are sets of taxa that dispersed during a given time interval from both North and South America and then diversified in the area. The Mexican Plateau cenocron, with Neotropical affinities, is found in temperate and dry climates in the Nearctic region. We hypothesised that it underwent an adaptive shift in environmental niche. We tested this hypothesis using a phylogenetic comparative framework, measuring phylogenetic signal and fitting to single optima macroevolutionary models, and an Ornstein‐Uhlenbeck macroevolutionary model with multiple optima. We used phylogenetic and distributional information of the tribe Phanaeini to assess whether there exists a distinction in conservatism between the earliest (Mexican Plateau) and most recent (Typical Neotropical) cenocrons within the Mexican Transition Zone (MTZ) as this tribe stands as a classic example of the dispersal and diversification patterns of cenocrons originating in the Neotropics. We identified different shifts in environmental requirements that match the niche description of the Mexican Plateau cenocron, suggesting that it was established through multiple adaptive shifts in the Mexican Transition Zone.