Genetic diversity is critical for species evolution and their adaptability to global changes, while speciation rate is critical for explaining large-scale patterns of species richness. Exploring correlates of variation in genetic diversity and speciation rates across species is a major interest of evolutionary biologists, but these two questions have mostly been investigated independently. Here, we assess the relationship between intra-specific genetic diversity and speciation rate for 1897 mammal species (~one third of the total diversity) covering all mammalian orders. We find a negative association between mitochondrial genetic diversity and speciation rate across mammalian clades globally. This association is not accounted for by differences in the ecological attributes of species. Our findings suggest a systematic link between micro- and macroevolutionary processes that need to be better understood and considered when investigating determinants of either genetic diversity or speciation rates.