How the diversity of organisms relates to their body sizes has long been a question of interest to biologists, an interest that has grown as data have become available from an increasing number of taxa at ever larger spatial scales. Here, we examine the form of this relationship for a large proportion of the global placental mammal fauna. In common with other large-scale assemblages, the frequency distribution of mammal body masses is strongly right-skewed, even after logarithmic transformation. The modal body mass is slightly lower than predicted by a recent energetic fitness model, but the exact modal value depends on the taxonomic inclusivity of the analyses. Moreover, threatened species are larger bodied than expected by chance, suggesting that extinct species may also have been so. Therefore, the loss of large-bodied species from the global mammalian fauna could potentially have lowered the mode of the distribution. However, this loss must be balanced against evidence that most mammal species for which body mass data were not available for our analyses are small-bodied, which may in turn raise the apparent mode of the distribution. Clearly, tests of explanations for patterns in body size frequency distributions will be complicated by the fact that present-day distributions may be significantly biased by species that are missing from them.