Sandflies of the family Psychodidae show notable diversity in both disease vector status and climatic niche. Psychodid species’ ranges can be solely tropical, confined to the temperate zones, or span both. We obtained observation site data, and associated climate data, for 223 psychodid species to understand which aspects of climate most closely predict distribution. Temperature and seasonality are strong determinants of species occurrence within the clade. We built a mitochondrial DNA phylogeny of Psychodidae, and found a positive relationship between pairwise genetic distance and climate niche differentiation, which indicates strong niche conservatism. This result is also supported by strong phylogenetic signals of metrics of climate differentiation. Finally, we used ancestral trait reconstruction to infer the tropicality (i.e., proportion of latitudinal range in the tropics minus the proportion of the latitudinal range in temperate areas) of ancestral species, and counted transitions to and from tropicality states, finding that tropical and temperate species respectively produced almost entirely tropical and temperate descendant species, a result consistent for vector and non-vector species. Taken together, these results imply that while vectors of Leishmania can survive in a variety of climates, their climate niches are strongly predicted by phylogeny.