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Due to increasing human transformation of virtually all habitats on Earth, setting global priorities for conservation is essential. The emerging disciplines of macroecology and macroevolution (MEE) can provide a global perspective and information for such prioritization but remain relatively separated from conservation prioritization, partly because MEE researchers are unaware of the requirements for effective conservation prioritization and existing approaches implementing these. Indeed, existing approaches for conservation prioritization at large scale are scattered across literature. Here, we systematically review this literature and provide a guideline for researchers in MEE as to which of approaches might be suitable for their needs. From >11 000 scientific publications, we identified 134 methods suitable for commonly used MEE data and geographic scale. Furthermore, we use a 'trait matrix' to identify families of similar approaches and to design a guideline to select the most suitable method, given a user‐defined set of data and analysis scope. The guidelines are freely available via the conserveR R‐package (). Finally, we used our review to identify increasing scalability, continuous monitoring and the integration of molecular, remote sensing and animal movement data as key areas for future impacts of MEE in conservation prioritization. We anticipate that our review can serve as a guide to MEE researchers interested in linking their data to conservation as well as for conservation scientists interested in using MEE approaches. [ABSTRACT FROM AUTHOR]