Many studies have tested the performance of terrestrial vertebrates as surrogates for overall species diversity, because these are commonly used in priority-setting conservation appraisals. Using a database of 3663 vertebrate species in 38 Brazilian ecoregions, we evaluated the effectiveness of various subsets for representing diversity of the entire vertebrate assemblage. Because ecoregions are established incorporating information on biotic assemblages, they are potentially more amenable to regional comparison than are national or state lists. We used 10 potential indicator groups (all species; all mammals, birds, reptiles, or amphibians; all endemic species; and endemic species within each class) to find priority sets of ecoregions that best represent the entire terrestrial vertebrate fauna. This is the first time such tests are employed to assess the effectiveness of indicator groups at the ecoregion level in Brazil. We show that patterns of species richness are highly correlated among mammals, birds, amphibians, and reptiles. Furthermore, we demonstrate that ecoregion sets selected according to endemic species richness captured more vertebrate species per unit area than sets based on overall vertebrate richness itself, or than those selected at random. Ecoregion sets based on endemic bird, endemic reptile, or endemic amphibian richness also performed well, capturing more species overall than random sets, or than those selected based on species richness of one or all vertebrate classes within ecoregions. Our results highlight the importance of evaluating biodiversity concordance and the use of indicator groups as well as aggregate species richness. We conclude that priority sets based on indicator groups provide a basis for a first assessment of priorities for conservation at an infracontinental scale. Areas with high endemism have long been highlighted for conservation of species. Our findings provide evidence that endemism is not only a worthwhile conservation goal, but also an effective surrogate for the conservation of all terrestrial vertebrates in Brazil.