The family Sciuridae is one of the most widespread and ecologically diverse lineage of rodents and represents an ideal model for investigating the evolution of locomotion modes and the historical biogeography of terrestrial mammals. We used a comprehensive database on locomotion modes, an updated phylogeny and novel biogeographic comparative methods to re-assess the evolution of locomotion of squirrels and to investigate if these locomotion modes evolved convergently in different continents. We found that locomotion changes occurred in different independent lineages of the family, including four reversals to terrestriality and one evolution of gliding. We also found evidence for Eurasia as the center of origin of Sciuridae, challenging the classification of the oldest squirrel fossil records from the early Oligocene in North America. Additionally, Eurasia is also the possible center of origin for most of squirrel sub-families and tribes, and where locomotion changes have occurred. Parallel locomotion shifts could be explained by the adaptation towards different ecological niches followed by colonization of new continents.