Abstract Nestedness is an important part of the theoretical framework of island biogeography and community ecology. However, most previous studies focused on taxonomic dimension and overlooked functional and phylogenetic nestedness. Here, we simultaneously investigated taxonomic, functional, and phylogenetic nestedness of terrestrial mammals on 39 land-bridge islands in the Zhoushan Archipelago, China. As mammals’ response to the environment may depend on their body size, we performed analyses for three mammal assemblages separately: overall species, large and medium-sized species, and small species. The taxonomic nestedness was quantified by organizing the species incidence matrix, while the functional and phylogenetic nestedness were estimated by combining the similarity of their ecological traits and phylogeny. Island characteristics (island area, three isolation indices, land use intensity, and habitat diversity) and species traits (body size, litter size, habitat specificity, geographic range size, and minimum area requirement) were used as predictors of nestedness. Overall and small species were significantly nested in 3 facets of nestedness, and results supported the selective extinction, selective colonization, and habitat nestedness hypotheses. Large and medium-sized species were functionally and phylogenetically nested when matrices were ordered by increasing distance to mainland, supporting the selective colonization hypothesis. Overall, differences in nestedness and its underlying mechanisms were detected not only in 3 facets of nestedness but also in the 3 mammal assemblages. Therefore, frameworks that incorporate taxonomic, phylogenetic, and functional nestedness can contribute to a more comprehensive understanding of nestedness processes. Additionally, it also improves our ability to understand the divergent responses of mammal assemblages to the insular environment.