Diverse lines of geological and geochemical evidence indicate that the Eocene-Oligocene transition (EOT) marked the onset of a global cooling phase, rapid growth of the Antarctic ice sheet, and a worldwide drop in sea level. Paleontologists have established that shifts in mammalian community structure in Europe and Asia were broadly coincident with these events, but the potential impact of early Oligocene climate change on the mammalian communities of Afro-Arabia has long been unclear. Here we employ dated phylogenies of multiple endemic Afro-Arabian mammal clades (anomaluroid and hystricognath rodents, anthropoid and strepsirrhine primates, and carnivorous hyaenodonts) to investigate lineage diversification and loss since the early Eocene. These analyses provide the first non-anecdotal evidence for widespread mammalian extinction in the early Oligocene of Afro-Arabia, with almost two-thirds of peak late Eocene diversity lost in these clades by ~30 Ma. Using homology-free dental topographic metrics, we further demonstrate that the loss of Afro-Arabian rodent and primate lineages was associated with a reduction in molar occlusal topographic disparity, suggesting a correlated loss of dietary diversity. These results raise new questions about the relative importance of global versus local influences in shaping the evolutionary trajectories of Afro-Arabia’s endemic mammals during the Oligocene.