Macroecology focuses on ecological questions at broad spatial and temporal scales, providing a statistical description of patterns in species abundance, distribution and diversity. More recently, historical components of these patterns have begun to be investigated more deeply. We tentatively refer to the practice of explicitly taking species history into account, both analytically and conceptually, as ‘evolutionary macroecology’. We discuss how the evolutionary dimension can be incorporated into macroecology through two orthogonal and complementary data types: fossils and phylogenies. Research traditions dealing with these data have developed more‐or‐less independently over the last 20–30 years, but merging them will help elucidate the historical components of diversity gradients and the evolutionary dynamics of species’ traits. Here we highlight conceptual and methodological advances in merging these two research traditions and review the viewpoints and toolboxes that can, in combination, help address patterns and unveil processes at temporal and spatial macro‐scales.