The number and extent of human settlements around the world are increasing as the human population grows and people move from rural to urban areas. The decline and ultimately the local extinction of many indigenous species from a range of taxonomic groups within urbanised areas is a recurring theme from cities around the world. However, determining whether a species has become extinct can be difficult because sufficient survey effort may be too costly and expert opinion may involve considerable subjective bias. In this study, we compared the results of four quantitative assessments of the probability of persistence of indigenous mammals within Melbourne, Australia. Our comparisons were methodological, taxonomic and spatial. Less than half (26) of the original 54 species that occurred in Melbourne prior to European settlement have a greater than 95% probability of being extant at the end of 2000. Mammals occurring in local government areas (LGAs) within 10km of the central business district of Melbourne were less likely to be extant, with 29% of species having a greater than 95% probability of persisting, compared to 48% in the outer LGAs. The group of species most negatively affected by urbanisation were the small, ground-dwelling mammals, with just two out of 15 species having a greater than 10% probability of persisting. All four methods gave broadly similar results, with the Bayesian approach consistently suggesting higher probabilities of species persistence. The decline in the number of species is likely to continue with the ongoing expansion of Melbourne. The greatest opportunity to conserve the maximum number of species of mammal within Melbourne is in the outer LGAs where they remain extant. We recommend that state and local governments design and adopt a comprehensive strategy for managing habitat networks that cross jurisdictional boundaries and encompass the greater Melbourne area to enhance prospects for the survival of mammals.