Key innovations are newly acquired structures that permit the performance of a new function and open new adaptive zones, and are, therefore, of paramount significance for understanding the history of the Ruminantia, particularly its diversification through the Miocene. Here we review and discuss what is known about these evolutionary novelties, with special emphasis on the appearance and evolution of cranial appendages and high-crowned (or hypsodont) teeth. Cranial appendages probably favored the diversification of pecorans by being structures strongly related to sexual selection, whereas the acquisition of hypsodont teeth could have expanded potential dietary breadth and allowed species to extend diets into the grazing range without eliminating browsing as a potential diet. When analyzed in conjunction with patterns of faunal diversity and in the context of climatic changes, it seems that the overall view that ruminant cranial appendages and hypsodonty may have started responding to increased patterns of seasonality and the opening-up of ecosystems is roughly valid. Instead, they occurred through several distinct pulses and varied widely among continents. This review is, to our knowledge, the first to highlight that the evolution of these innovations has been far from constant and uniform through time. Furthermore, we identify that both a first attempt to increase hypsodonty starting in the early Miocene and a first evolution of antlers and pronghorns were interrupted as a consequence of wide climatic fluctuations in the early–middle Miocene transition.