The Quaternary was a time of extensive evolution among mammals. Most living species arose at this time, and many of them show adaptations to peculiarly Quaternary environments. The latter include continental northern steppe and tundra, and the formation of lakes and offshore islands. Although some species evolved fixed adaptations to specialist habitats, others developed flexible adaptations enabling them to inhabit broad niches and to survive major environmental changes. Adaptation to short-term (migratory and seasonal) habitat change probably played a part in pre-adapting mammal species to the longer-term cyclical changes of the Quaternary. Fossil evidence indicates that environmental changes of the order of thousands of years have been sufficient to produce subspeciation, but speciation has typically required one hundred thousand to a few hundred thousand years, although there are both shorter and longer exceptions. The persistence of taxa in environments imposing strong selective regimes may have been important in forcing major adaptive change. Individual Milankovitch cycles are not necessarily implicated in this process, but nor did they generally inhibit evolutionary change among mammals: many evolutionary divergences built over multiple climatic cycles. Deduction of speciation timing requires input from fossils and modern phenotypic and breeding data, to complement and constrain mitochondrial DNA coalescence dates which appear commonly to overestimate taxic divergence dates and durations of speciation. Migrational and evolutionary responses to climate change are not mutually exclusive but, on the contrary, may be synergistic. Finally, preliminary analysis suggests that faunal turnover, including an important element of speciation, was elevated in the Quaternary compared with the Neogene, at least in some biomes. Macroevolutionary species selection or sorting has apparently resulted in a modern mammalian fauna enriched with fast-reproducing and/or adaptively generalist species.