Non-indigenous ungulate species pose a problem for conservation. They can be socially and economically valuable, but are also potentially harmful to biodiversity. Therefore, their introduction requires an explicit assessment of risk relative to benefit. To conduct such risk assessments, information regarding the impacts of non-indigenous ungulates on biodiversity is required. Here, we review the available evidence for the biodiversity impacts of non-indigenous ungulates. Hybridization, exploitation and apparent competition, vegetation impacts, predation, facilitation, trophic cascades and soil system functioning were assessed using a hierarchical set of criteria for the strength of the evidence. Strong evidence was lacking for risks posed by competition. Numerous reports exist of hybridization in captivity between ungulate species that normally do not co-occur, but conclusive evidence for introgression in the wild was restricted to one case. Strong evidence (using exclosure experiments) for the impacts of introduced ungulates on vegetation structure and composition was found and in some cases introduced ungulates caused the extirpation of plant species. Predation by Sus scrofa is a substantial threat to island faunas and systems, and impacts on soil system functioning elsewhere have also been found. Facilitation by ungulates has been shown to be substantial in promoting invasive plant species. By contrast, little evidence exists for apparent competition. The largest impacts from introduced ungulates are likely to be in cases where they perform novel functions in the new environment. However, to determine which types of impacts are likely to be most problematic, further evidence is required, ideally from well-designed field experiments.