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It is known that species' distributions are influenced by several ecological factors. Nonetheless, the geographical scale upon which the influence of these factors is perceived is largely undefined. We assessed the importance of competition in regulating the distributional limits of species at large geographical scales. We focus on species with similar diets, the European Soricidae shrews, and how interspecific competition changes along climatic gradients. We used presence data for the seven most widespread terrestrial species of Soricidae in Europe, gathered from GBIF, European museums, and climate data from WorldClim. We made use of two Joint Species Distribution Models to analyse the correlations between species' presences, aiming to understand the distinct roles of climate and competition in shaping species' distributions. Our results support three key conclusions: (i) climate alone does not explain all species' distributions at large scales; (ii) negative interactions, such as competition, seem to play a strong role in defining species' range limits, even at large scales; and (iii) the impact of competition on a species' distribution varies along a climatic gradient, becoming stronger at the climatic extremes. Our conclusions support previous research, highlighting the importance of considering biotic interactions when studying species' distributions, regardless of geographical scale.