Changes in diversification patterns estimated from phylogenetic trees are an important source of information about the dynamics of evolution. To study the diversification of mammals, we reconstructed phylogenetic trees of 29 families and fitted both constant-rate and variable-rate models of diversification. In addition, we investigated the effect of clock models and phylogenetic reconstruction problems on diversification analyses. We observed, first, that none of the families increased its diversification rate during the last few million years, including the Pleistocene. Furthermore, we detected a decrease in diversification that, after application of different tests, was significant only for a minority of families. However, when diversification variation was analysed in a combined tree of all families, a global decline in diversification became significant. Therefore, although distorted by some methodological artefacts, we found an underlying signal of gradually decreasing diversification that suggests that ecological factors may have shaped the recent diversification of mammals.