Because anthropogenic impacts on ecological systems pre-date the oldest scientific observations, historical documents and archaeological records, understanding modern extinctions requires additional data sources that extend further back in time. Palaeoecological records, which provide quantitative proxy records of ecosystems prior to human impact, are essential for understanding recent extinctions and future extinction risks. Here we critically review the value of the most recent fossil record in contributing to our understanding of modern extinctions and illustrate through case studies how naturally occurring death assemblages and Holocene sedimentary records provide context to the plight of marine ecosystems. While palaeoecological data are inherently restricted censuses of past communities (manipulative experiments are not possible), they yield quantitative records over temporal scales that are beyond the reach of ecology. Only by including palaeoecological data is it possible to fully assess the role of long-term anthropogenic processes in driving modern extinction risk.