The Kunming-Montreal Global Biodiversity Framework of the Convention on Biological Diversity calls for an expansion of the current protected areas (PAs) to cover at least 30% of global land and water areas by 2030 (i.e., the 30×30 target). Efficient spatial planning for PA expansion is an urgent need for global conservation practice. A spatial prioritization framework considering multiple dimensions of biodiversity is critical for improving the efficiency of the spatial planning of PAs, yet it remains a challenge. We developed an index for the identification of priority areas based on functionally rare, evolutionarily distinct, and globally endangered species (FREDGE) and applied it to 21,536 terrestrial vertebrates. We determined species distributions, conservation status (global endangerment), molecular phylogenies (evolutionary distinctiveness), and life-history traits (functional rarity). Madagascar, Central America, and the Andes were of high priority for the conservation of multiple dimensions of terrestrial vertebrate biodiversity. However, 68.8% of grid cells in these priority areas had <17% of their area covered by PAs, and these priority areas were under intense anthropogenic and climate change threats. These results highlight the difficulties of conserving multiple dimensions of biodiversity. Our global analyses of the geographical patterns of multiple dimensions of terrestrial vertebrate biodiversity demonstrate the insufficiency of the conservation of different biodiversity dimensions, and our index, based on multiple dimensions of biodiversity, provides a useful tool for guiding future spatial prioritization of PA expansion to achieve the 30×30 target under serious pressures.