The PALEOFAUNA database developed by the authors contains information on more than 5500 Eurasian localities that yielded Late Pleistocene and Holocene mammalian fossils. The database is used to analyze the changes in the geographical distribution during the second half of the Late Pleistocene and the Holocene of two significant species – the mammoth Mammuthus primigenius and the woolly rhinoceros Coelodonta antiquitatis. Based on the geographical information, combined with (new) radiocarbon data, a correlation has been established between the observed shifts in the ranges of the two species and the climatic changes that occurred during the past 50 000 years. The results indicate that both species changed their distribution repeatedly; the expansion of the ranges increased during stadial intervals and decreased during most interstadials. Both species reached their maximum expansion during the Denekamp (=Bryansk) Interstadial, a relatively long interval that includes a number of cold phases. Later, the ranges in Europe of both mammoth and rhinoceros were reduced, a process that started before the end of the LGM. Progressive warming from the end of the Pleistocene onwards resulted in dramatic changes in the environment that appeared to be critical for the distribution of those animals. Mammoth and woolly rhinoceros ranges disintegrated into isolated spots, and later they disappeared completely from Eurasia. Relict populations of small mammoths persisted longer on isolated islands such as Wrangel Island. However, not only climate change had an impact on the distribution of the two species. Late Paleolithic and Mesolithic hunters might also have affected the size of the mammoth and woolly rhinoceros populations. Their impact was probably particularly high when the species were close to extinction.