Climate shapes ecological communities across space and time, with significant implications for biodiversity conservation. It sets physiological limits for organisms, influencing population dynamics, species distributions, community assembly and, ultimately, biodiversity patterns. Among its various components, an underexplored aspect of climate is its frequency distribution—or commonness and rarity—across space. We investigated three questions to elucidate the mechanisms underlying community-level responses to climatic frequency: Does climatic frequency influence the phylogenetic structure of ecological communities across geographical scales? Are rare climates less suitable for supporting diversity of closely related species than common climates? Do species sharing relatively recent common ancestors share similar climatic frequencies? We analyzed global data on climate, geographical distributions, and phylogenetic relationships of extant terrestrial four-limbed vertebrates (Tetrapoda)—amphibians, birds, mammals, and reptilian squamates. Globally, we found that ecological communities are less phylogenetically clustered in rare climates. Communities in rare climates exhibit less phylogenetic clustering, and in both exceedingly rare and common climates, co-occurring species frequently depart from their climatic optima. Combined, these findings suggest that recent ecological dynamics and evolutionary adaptations play a stronger role than deep ancestral constraints in shaping these communities.