Over the last two decades, macroecology – the analysis of large-scale, multi-species ecological patterns and processes – has established itself as a major line of biological research. Analyses of statistical links between environmental variables and biotic responses have long and successfully been employed as a main approach, but new developments are due to be utilized. Scanning the horizon of macroecology, we identified four challenges that will probably play a major role in the future. We support our claims by examples and bibliographic analyses. 1) Integrating the past into macroecological analyses, e.g. by using paleontological or phylogenetic information or by applying methods from historical biogeography, will sharpen our understanding of the underlying reasons for contemporary patterns. 2) Explicit consideration of the local processes that lead to the observed larger-scale patterns is necessary to understand the fine-grain variability found in nature, and will enable better prediction of future patterns (e.g. under environmental change conditions). 3) Macroecology is dependent on large-scale, high quality data from a broad spectrum of taxa and regions. More available data sources need to be tapped and new, small-grain large-extent data need to be collected. 4) Although macroecology already lead to mainstreaming cutting-edge statistical analysis techniques, we find that more sophisticated methods are needed to account for the biases inherent to sampling at large scale. Bayesian methods may be particularly suitable to address these challenges. To continue the vigorous development of the macroecological research agenda, it is time to address these challenges and to avoid becoming too complacent with current achievements.