The origin, radiation, dispersal, and extinction of the Neogene mammals provide important insights in our understanding of mammalian geographical distribution and regional differentiations, and such an evolutionary history can, in turn, reflect significant changes in climate and environments. Mammals are very sensitive to climatic and environmental changes, and their distribution is closely related to their natural habitats. Throughout the late Cenozoic, the formation of the Tibetan Plateau also had a profound influence on the evolution of mammals in East Asia. The uplifting plateau was a major drive in changes of natural environments, which have a direct impact on the differentiation of the faunal composition and distribution. The Chinese Neogene mammalian fossil records are unparalleled in the world, and with its unique zoogeographical position, such a record of faunal compositions is sensitive to regional differentiations. Furthermore, China was a center of origin and dispersal for many representative mammalian groups, and also a key intersection for intercontinental migrations. Most taxa of the distinctive modern mammalian fauna of the Tibetan Plateau have long life history in this plateau, which indicate that they have long-term adaptation procedures within the high-elevation plateau. The late Neogene mammalian fossils from the Tibetan Plateau suggest that some Quaternary mammals first evolved in Tibet before the beginning of the Ice Age. The cold winters in high Tibet served as a habituation ground for the members of the megafauna, which became pre-adapted for the Ice Age, successfully expanding to the Eurasian mammoth steppe. As a result, the research on the Neogene mammalian faunas of the Tibetan Plateau will be focused, because these cold-adapted mammals were dominant in the subsequent Quaternary Ice Age, and become the basis of the modern mammalian zoogeographical patterns and biodiversities. Taking advantage of the above favorable conditions, the response of the Neogene zoogeographical regionalism to the major climatic events and more accurately judge the influence of the Tibetan Plateau uplift to the terrestrial ecosystem can be more accurately judged.