The use of long-term population data to separate the demographic role of climate from density-modified demographic processes has become a major topic of ecological investigation over the last two decades. Although the ecological and evolutionary mechanisms that determine the strength of density feedbacks are now well understood, the degree to which climate gradients shape those processes across taxa and broad spatial scales remains unclear. Intuitively, harsh or highly variable environmental conditions should weaken compensatory density feedbacks because populations are hypothetically unable to achieve or maintain densities at which social and trophic interactions (e.g., competition, parasitism, predation, disease) might systematically reduce population growth. Here we investigate variation in the strength of compensatory density feedback, from long-term time series of abundance over 146 species of birds and mammals, in response to spatial gradients of broad-scale temperature precipitation variables covering 97 localities in 28 countries. We use informationtheoretic metrics to rank phylogenetic generalized least-squares regression models that control for sample size (time-series length) and phylogenetic non-independence. Climatic factors explained < 1% of the remaining variation in densityfeedback strength across species, with the highest non-control, model-averaged effect sizes related to extreme precipitation variables. We could not link our results directly to other published studies, because ecologists use contrasting responses, predictors and statistical approaches to correlate density feedback and climate - at the expense of comparability in a macroecological context. Censuses of multiple populations within a given species, and a priori knowledge of the spatial scales at which density feedbacks interact with climate, seem to be necessary to determine cross-taxa variation in this phenomenon. Despite the availability of robust modelling tools, the appropriate data have not yet been gathered for most species, meaning that we cannot yet make any robust generalisations about how demographic feedbacks interact with climate.