Despite decades of research, the roles of climate and humans in driving the dramatic extinctions of large-bodied mammals during the Late Quaternary period remain contentious. Here we use ancient DNA, species distribution models and the human fossil record to elucidate how climate and humans shaped the demographic history of woolly rhinoceros, woolly mammoth, wild horse, reindeer, bison and musk ox. We show that climate has been a major driver of population change over the past 50,000 years.