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Aim: Evaluating the similarity of diversity patterns across micro‐ to macroevolutionary scales in natural communities, such as species–genetic diversity correlations (SGDCs), may inform on processes shaping community assembly. However, whether SGDCs not only hold across communities but also across lineages has never been explored so far. Here we investigated SGDCs across co‐distributed taxa for different spatial components (α, β, γ), and formally tested the influence of dispersal traits on β‐SGDCs. Location: Western Indian Ocean. Time period: 2016–2017. Major taxa studied: Tropical reef fish species with contrasting dispersal traits. Methods: Using double‐digest restriction‐site associated DNA sequencing (ddRADseq) Single Nucleotide Polymorphism data for 20 tropical reef fishes and distribution data of 2,446 species belonging to 12 families, we analysed the correlations between within‐species genetic diversity and within‐family species diversity (i.e., lineage diversity) for the three spatial components (α, β, γ‐SGDCs). We then related the strength of β‐SGDCs per species to proxies of larval dispersal abilities. Results: We detected positive and significant lineage‐based SGDC only for the β component, that is, the families showing the greatest level of species turnover among sites contain the species with the greatest levels of genetic differentiation. We showed that the Monsoon Drift mainly explained the β‐diversity patterns at both intraspecific and interspecific levels. Higher β‐SGDCs were found for species with short pelagic larval duration and weak larval swimming capacity. Main conclusions: Our study reveals a strong correlation between genetic and species β‐diversity, a result explained by the presence of a 'soft' barrier and mediated by larval dispersal processes. This suggests that vicariance and dispersal limitation are major processes shaping β‐diversity patterns from microevolutionary to macroevolutionary scales in tropical reef fishes. [ABSTRACT FROM AUTHOR]