Although previous studies have addressed the question of why large brains evolved, we have limited understanding of potential beneficial or detrimental effects of enlarged brain size in the face of current threats. Using novel phylogenetic path analysis, we evaluated how brain size directly and indirectly, via its effects on life-history and ecology, influences vulnerability to extinction across 474 mammalian species. We found that larger brains, controlling for body size, indirectly increase vulnerability to extinction by extending the gestation period, increasing weaning age, and limiting litter sizes. However, we found no evidence of direct, beneficial or detrimental, effects of brain size on vulnerability to extinction, even when we explicitly considered the different types of threats that lead to vulnerability. Order-specific analyses revealed qualitatively similar patterns for Carnivora and Artiodactyla. Interestingly, for Primates, we found that larger brain size was directly (and indirectly) associated with increased vulnerability to extinction. Our results indicate that under current conditions the constraints on life-history imposed by large brains outweigh the potential benefits, undermining the resilience of the studied mammals. Contrary to the selective forces that have favoured increased brain size throughout evolutionary history, at present, larger brains have become a burden for mammals.