Analyses of phylogenetic niche conservatism (PNC) are becoming increasingly common. However, each analysis makes subtly different assumptions about the evolutionary mechanism that generates patterns of niche conservatism. To understand PNC, analyses should be conducted with reference to a clear underlying model, using appropriate methods. Here, we outline five macroevolutionary models that may underlie patterns of PNC (drift, niche retention, phylogenetic inertia, niche filling/shifting and evolutionary rates) and link these to published phylogenetic comparative methods. For each model, we give recent examples from the literature and suggest how the methods can be practically applied. We hope that this will help clarify the niche conservatism literature and encourage people to think about the evolutionary models underlying niche conservatism in their study group.