Preventing extinctions requires understanding macroecological patterns of vulnerability or persistence. However, correlates of risk can be nonlinear, within-species risk varies geographically, and current-day threats cannot reveal drivers of past losses. We investigated factors that regulated survival or extinction in Caribbean mammals, which have experienced the globally highest level of human-caused postglacial mammalian extinctions, and included all extinct and extant Holocene island populations of non-volant species (219 survivals or extinctions across 118 islands). Extinction selectivity shows a statistically detectable and complex body mass effect, with survival probability decreasing for both mass extremes, indicating that intermediate-sized species have been more resilient. A strong interaction between mass and age of first human arrival provides quantitative evidence of larger mammals going extinct on the earliest islands colonized, revealing an extinction filter caused by past human activities. Survival probability increases on islands with lower mean elevation (mostly small cays acting as offshore refugia) and decreases with more frequent hurricanes, highlighting the risk of extreme weather events and rising sea levels to surviving species on low-lying cays. These findings demonstrate the interplay between intrinsic biology, regional ecology and specific local threats, providing insights for understanding drivers of biodiversity loss across island systems and fragmented habitats worldwide.