Understanding how different biodiversity components are related across different environmental conditions is a major goal in macroecology and conservation biogeography. We investigated correlations among alpha and beta taxonomic (TD), phylogenetic (PD), and functional diversity (FD) in ant communities in the five biogeographic regions most representative of western Europe; we also examined the degree of niche conservatism. We combined data from 349 ant communities composed of 154 total species, which were characterized by 10 functional traits and by phylogenetic relatedness. We computed TD, PD, and FD using the Rao quadratic entropy index, which allows each biodiversity component to be partitioned into α and β diversity within the same mathematical framework. We ran generalized least squares and multiple matrix regressions with randomization to investigate relationships among the diversity components. We used Pagel's λ test to explore niche conservatism in each biogeographic region. At the alpha scale, TD was consistently, positively related to PD and FD, although the strength and scatter of this relationship changed among the biogeographic regions. Meanwhile, PD and FD consistently matched up across regions. Accordingly, we found similar degrees of niche conservatism across regions. Nonetheless, these alpha-scale relationships had low coefficients of determination. At the beta scale, the three diversity components were highly correlated across all regions (especially TD and FD, as well as PD and FD). Our results imply that the different diversity components, and especially PD and FD, are consistently related across biogeographic regions and analytical scale. However, the alpha-scale relationships were quite weak, suggesting environmental factors might influence the degree of association among diversity components at the alpha level. In conclusion, conservation programs should seek to preserve functional and phylogenetic diversity in addition to species richness, and this approach should be applied universally, regardless of the biogeographic locations of the sites to be protected.