Analyses of faunal remains are a key means of inferring palaeoenvironmental change. In this paper, the use of faunal remains as a proxy for environmental conditions from Marine Isotope Stage 6 to the Holocene in southern Africa is reviewed. The focus of this review is on large herbivore abundance and how these fluctuate temporally and regionally in accordance with palaeo-climatic shifts. Here, southern Africa is divided into four eco-regions loosely based on climatic, biotic and zoogeographic traits: the Cape Floristic Region, the arid and semi-arid region, the savanna and grassland region, and the wetter eastern region. The relative abundance of large herbivores within these regions are noted, and temporal trends are inferred. On the whole, most eco-regions maintain similar herbivore compositions over time showing the regional ecological resilience of these taxa to local-scale environmental change. Yet some changes in faunal frequencies are apparent. The Cape Floristic Region shows evidence of significant faunal turnover from the Late Pleistocene to the Holocene. Here, grazers are significantly more abundant during glacial periods, probably linked to the terrestrial expansion of the palaeo-Agulhas coastal plain. Shifts in ungulate abundance in the currently xeric central interior, also indicate wetter periods in the Pleistocene. Holocene faunas are generally similar to historic distributions but shifts between xeric and mesic periods are also evident.