The higher-taxon approach may provide a pragmatic surrogate for the rapid identification of priority areas for conservation. To date, no continent-wide study has examined the use of higher-taxon data to identify complementarity-based networks of priority areas, nor has the influence of spatial grain size been assessed. We used data obtained from 939 sub-Saharan mammals to analyse the performance of higher-taxon data for continental priority-setting and to assess the influence of spatial grain sizes in terms of the size of selection units (1° × 1°, 2° × 2° and 4° × 4° latitudinal–longitudinal quadrates). Independent of spatial grain size, the selection of priority areas based on genus data is more effective than the random selection of these areas, while the selection of priority areas based on family data is less effective than random selection. Compared to selection based on species data, genus-based priority areas represent between 5–14% fewer species, but represent even fewer of the threatened species (6–31%) and range-restricted species (7–42%) that are normally considered most valuable for conservation. While genus-based priority areas for the 4° grain size represent species almost as effectively as species-based priority areas, genus-based areas perform considerably less effectively than species-based areas for the 1° and 2° grain size. Thus, our results favour the higher-taxon approach for continental priority-setting only when large grain sizes (≥ 4°) are used.