Phylogenies are fundamental to comparative biology as they help to identify independent events on which statistical tests rely. Two groups of phylogenetic comparative methods (PCMs) can be distinguished: those that take phylogenies into account by introducing explicit models of evolution and those that only consider phylogenies as a statistical constraint and aim at partitioning trait values into a phylogenetic component (phylogenetic inertia) and one or multiple specific components related to adaptive evolution. The way phylogenetic information is incorporated into the PCMs depends on the method used. For the first group of methods, phylogenies are converted into variance–covariance matrices of traits following a given model of evolution such as Brownian motion (BM). For the second group of methods, phylogenies are converted into distance matrices that are subsequently transformed into Euclidean distances to perform principal coordinate analyses. Here, we show that simply taking the elementwise square root of a distance matrix extracted from a phylogenetic tree ensures having a Euclidean distance matrix. This is true for any type of distances between species (patristic or nodal) and also for trees harboring multifurcating nodes. Moreover, we illustrate that this simple transformation using the square root imposes less geometric distortion than more complex transformations classically used in the literature such as the Cailliez method. Given the Euclidean nature of the elementwise square root of phylogenetic distance matrices, the positive semidefinitiveness of the phylogenetic variance–covariance matrix of a trait following a BM model, or related models of trait evolution, can be established. In that way, we build a bridge between the two groups of statistical methods widely used in comparative analysis. These results should be of great interest for ecologists and evolutionary biologists performing statistical analyses incorporating phylogenies.