Here we analysed use and trade data for terrestrial mammal species worldwide and found that sport hunted species were more likely to have stable or increasing populations and less likely to be listed as threatened compared with non-sport hunted species. Species hunted for food were not more likely to have decreasing populations or be listed as threatened compared with those not hunted for food. These results suggest that sport hunting is linked with more favourable conservation status of mammal species and can be a component of sustainable wildlife management.