The appendicular skeleton of tetrapods is a particularly integrated structure due to the shared developmental origin or similar functional constraints exerted on its elements. Among these constraints, body mass is considered strongly to influence its integration but its effect on shape covariation has rarely been addressed in mammals, especially in heavy taxa. Here, we propose to explore the covariation patterns of the long bones in heavy animals and their link to body mass. We investigate the five modern rhinoceros species, which display an important range of bodyweight. We used a 3D geometric morphometric approach to describe the shape covariation of the six bones composing the stylopodium and zeugopodium both among and within species. Our results indicate that the appendicular skeleton of modern rhinos is a strongly integrated structure. At the interspecific level, the shape covariation is roughly similar between all pairs of bones and mainly concerns the muscular insertions related to powerful flexion and extension movements. The forelimb integration appears higher and more related to body mass than that of the hind limb, suggesting a specialization for weight support. The integration of the stylopodium elements does not seem to relate to body mass in our sample, which suggests a greater effect of shared developmental factors. Conversely, the covariation of the zeugopodium bones seems more associated with body mass, particularly for the radius-ulna pair. The fibula appears poorly integrated with other bones, especially within non-Rhinoceros species, which may represent a case of parcellation due to a functional dissociation between the hind limb bones. The exploration of the integration patterns at the intraspecific level also highlights a more prominent effect of age over individual body mass on shape covariation within C.simum. This study lends support to previous hypotheses indicating a link between high body mass and high integration level.