The replacement of grasses by shrubs or bare ground (xerification) is a primary form of landscape change in drylands globally with consequences for ecosystem services. The potential for wild herbivores to trigger or reinforce shrubland states may be underappreciated, however, and comparative analyses across herbivore taxa are sparse. We sought to clarify the relative effects of domestic cattle, native rodents, native lagomorphs, and exotic African oryx (Oryx gazella) on a Chihuahuan Desert grassland undergoing shrub encroachment. We then asked whether drought periods, wet season precipitation, or interspecific grass-shrub competition modified herbivore effects to alter plant cover, species diversity, or community composition. We established a long-term experiment with hierarchical herbivore exclosure treatments and surveyed plant foliar cover over 25 years. Cover of honey mesquite (Prosopis glandulosa) proliferated, responding primarily to climate, and was unaffected by herbivore treatments. Surprisingly, cattle and African oryx exclusion had only marginal effects on perennial grass cover at their current densities. Native lagomorphs interacted with climate to limit perennial grass cover during wet periods. Native rodents strongly decreased plant diversity, decreased evenness, and altered community composition. Overall, we found no evidence of mammalian herbivores facilitating or inhibiting shrub encroachment, but native small mammals interacting with climate drove dynamics of herbaceous plant communities. Ongoing monitoring will determine whether increased perennial grass cover from exclusion of native lagomorphs and rodents slows the transition to a dense shrubland.