Aim: Explore the spatial variation of the relationships between species richness (SR), phylogenetic diversity (PD) and environmental factors to infer the possible mechanisms underlying patterns of diversity in different regions of the globe. Location: Global. Time period: Present day. Major taxa studied: Terrestrial mammals. Methods: We used a hexagonal grid to map SR and PD of mammals and four environmental factors (temperature, productivity, elevation and climate-change velocity since the Last Glacial Maximum). We related those variables through direct and indirect pathways using a novel combination of Path Analysis and Geographically Weighted Regression to account for spatial non-stationarity of path coefficients. Results: SR, PD and environmental factors relate differently across the geographic space, with most relationships varying in both, magnitude and direction. Species richness is associated with lower phylogenetic diversity in much of the tropics and in the Americas, which reflects the tropical origin and the recent diversification of some mammalian clades in these regions. Environmental effects on PD are predominantly mediated by their effects on SR. But once richness is controlled for, the relationships between environmental factors and PD (i.e. PDSR) highlight environmentally driven changes in species composition. Environmental-PDSR relationships suggest that the relative importance of different mechanisms driving biodiversity shifts spatially. Across most of the globe, temperature and productivity are the strongest predictors of richness, while PDSR is best predicted by temperature. Main conclusions: Richness explains most spatial variation in PD, but both dimensions of biodiversity respond differently to environmental conditions across the globe, as indicated by the spatial mismatches in the relationships between environmental factors and these two types of diversity. We show that accounting for spatial non-stationarity and environmental effects on PD while controlling for richness uncovers a more complex scenario of drivers of biodiversity than previously observed.