Urbanisation is considered an important driver of current biodiversity loss, but the underlying causes are not fully understood. It is generally assumed that this loss reflects the fact that most organisms do not tolerate well the environmental alterations associated with urbanisation. Nevertheless, current evidence is inconclusive and the alternative that the biodiversity loss is the result of random mechanisms has never been evaluated. Analysing changes in abundance between urbanised environments and their non-urbanised surroundings of > 800 avian species from five continents, we show here that although random processes account for part of the species loss associated with urbanisation, much of the loss is associated with a lack of appropriate adaptations of most species for exploiting resources and avoiding risks of the urban environments. These findings have important conservation implications because the extinction of species with particular features should have higher impact on biodiversity and ecosystem function than a random loss.