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Aim: Species distribution models (SDMs) have emerged as essential tools in the equipment of many ecologists, useful to explore species distributions in space and time and answering an assortment of questions related to biogeography, climate change biology and conservation biology. Historically, most SDM research concentrated on well‐known organisms, especially vertebrates. In recent years, these tools are becoming increasingly important for predicting the distribution of understudied invertebrate taxa. Here, we reviewed the literature published on main terrestrial arthropod predators (ants, ground beetles and spiders) to explore some of the challenges and opportunities of species distribution modelling in mega‐diverse arthropod groups. Location: Global. Methods: Systematic mapping of the literature and bibliometric analysis. Results: Most SDM studies of animals to date have focused either on broad samples of vertebrates or on arthropod species that are charismatic (e.g. butterflies) or economically important (e.g. vectors of disease, crop pests and pollinators). We show that the use of SDMs to map the geography of terrestrial arthropod predators is a nascent phenomenon, with a near‐exponential growth in the number of studies over the past ten years and still limited collaborative networks among researchers. There is a bias in studies towards charismatic species and geographical areas that hold lower levels of diversity but greater availability of data, such as Europe and North America. Conclusions: Arthropods pose particular modelling challenges that add to the ones already present for vertebrates, but they should also offer opportunities for future SDM research as data and new methods are made available. To overcome data limitations, we illustrate the potential of modern data sources and new modelling approaches. We discuss areas of research where SDMs may be combined with dispersal models and increasingly available phylogenetic and functional data to understand evolutionary changes in ranges and range‐limiting traits over past and contemporary time‐scales. [ABSTRACT FROM AUTHOR]