We examined the macro-ecological and species richness correlates of the endemic mammal fauna (Afrosoricida and Rodentia) of Madagascar. We divided the whole of Madagascar into 307, 50 x 50 km cells, and showed that there was a significantly uneven distribution of species across cells in both Afrosoricida and Rodentia, with a higher number of species per cell in the former taxon (peaks at around 19-21 species per cell in Afrosoricida versus 11-12 species in Rodentia). In each cell, the number of Afrosoricida species was positively correlated with the number of Rodentia species. Cell vegetation category affected species richness per cell in both Afrosoricida and Rodentia (evergreen forest cells had higher species richness than cells of any other type of vegetation). There was a significant effect of altitude category on species richness per cell in both Afrosoricida and Rodentia, with a confirmed Mid Domain Effect in both groups. Heterogeneity of habitat also influenced significantly and positively the species richness per cell in either Afrosoricida or Rodentia. About 15% of Afrosoricida and 28% of Rodentia are threatened according to IUCN. The distribution of threatened species of the two groups per cell showed (i) a low density of threatened species (just one species per cell in most cases) and (ii) distinct patterns for the two studied groups. Afrosoricida had two main regions where threatened species are concentrated (the evergreen forest belt in Eastern Madagascar and the deciduous broad-leaf forest in Central-Western Madagascar). Threatened Rodentia occur only in the portion of cells covered by evergreen forest, thus overlapping with part of the region where also threatened Afrosoricida occur.