Aim: Bats are commonly considered in the literature as an example of strong niche conservatism. However, no specific tests have been conducted to investigate the extent to which bat species niches are evolutionarily conserved. We address this question at different phylogenetic scales using phylogenetic and geographical approaches. Location: Global. Methods: We used nine climatic variables to describe a multivariate representation of bat climatic niches. We measured niche position, niche breadth and niche overlap between sister species pairs. We performed a Mantel test to verify whether niche overlap was related to phylogenetic distance among species. We also tested for phylogenetic signal and compared the relative fit of evolutionary models with the observed variation of niche features. Results: Niche overlap and phylogenetic distances were not related. At deeper evolutionary scales, we found evidence that climatic niche evolved more slowly than expected under a Brownian motion model. This indicates phylogenetic conservatism, particularly for niche position of Vespertilionidae and Molossidae. Main conclusions: We found evidence of phylogenetic niche conservatism at the order and family levels but not at the species level. Evolution of climatic niches is non-stationary across the order Chiroptera, consistent with the different histories of clades. We stress the importance of taking into account the method of choice, the niche feature and the phylogenetic scale being evaluated when testing for phylogenetic niche conservatism at higher taxonomic levels and its influence on biodiversity gradients.