The progressive expansion of the Australian arid zone during the last 20 Ma appears to have spurred the diversification of several families of plants, vertebrates and invertebrates, yet such taxonomic groups appear to show limited niche radiation. Here, we test whether speciation is associated with niche conservatism (constraints on ecological divergence) or niche divergence in a tribe of marsupial mice (Sminthopsini; 23 taxa) that includes the most speciose genus of living dasyurids, the sminthopsins. To that end, we integrated phylogenetic data with ecological niche modelling, to enable us to reconstruct the evolution of climatic suitability within Sminthopsini. Niche overlap among species was low-moderate (but generally higher than expected given environmental background similarity), and the degree of phylogenetic clustering increased with aridity. Climatic niche reconstruction illustrates that there has been little apparent evolution of climatic tolerance within clades. Accordingly, climatic disparity tends to be accumulated among clades, suggesting considerable niche conservatism. Our results also indicate that evolution of climatic tolerances has been heterogeneous across different dimensions of climate (temperature vs. precipitation) and across phylogenetic clusters (Sminthopsis murina group vs. other groups). Although some results point to the existence of shifts in climatic niches during the speciation of sminthopsins, our study provides evidence for substantial phylogenetic niche conservatism in the group. We conclude that niche diversification had a low impact on the speciation of this tribe of small, but highly mobile marsupials.