Predator–prey interactions play an important role for species composition and community dynamics at local scales, but their importance in shaping large-scale gradients of species richness remains unexplored. Here, we use global range maps, structural equation models (SEM), and comprehensive databases of dietary preferences and body masses of all terrestrial, non-volant mammals worldwide, to test whether (1) prey bottom-up or predator top-down relationships are important drivers of broad-scale species richness gradients once the environment and human influence have been accounted for, (2) predator–prey richness associations vary among biogeographic regions, and (3) body size influences large-scale covariation between predators and prey. SEMs including only productivity, climate, and human factors explained a high proportion of variance in prey richness (R2 = 0.56) but considerably less in predator richness (R2 = 0.13). Adding predator-to-prey or prey-to-predator paths strongly increased the explained variance in both cases (prey R2 = 0.79, predator R2 = 0.57), suggesting that predator–prey interactions play an important role in driving global diversity gradients. Prey bottom-up effects prevailed over productivity, climate, and human influence to explain predator richness, whereas productivity and climate were more important than predator top-down effects for explaining prey richness, although predator top-down effects were still significant. Global predator–prey associations were not reproduced in all regions, indicating that distinct paleoclimate and evolutionary histories (Africa and Australia) may alter species interactions across trophic levels. Stronger cross-trophic-level associations were recorded within categories of similar body size (e.g., large prey to large predators) than between them (e.g., large prey to small predators), suggesting that mass-related energetic and physiological constraints influence broad-scale richness links, especially for large-bodied mammals. Overall, our results support the idea that trophic interactions can be important drivers of large-scale species richness gradients in combination with environmental effects.