Mitochondrial data have traditionally been used in reconstructing a variety of species phylogenies. The low rates of recombination and thorough characterization of mitochondrial data across vertebrate species make it a particularly attractive phylogenetic marker. The relatively low number of fully sequenced mammal genomes and the lack of extensive sampling within Superorders have posed a serious problem for reaching agreement on the placement mammal species. The use of mitochondrial data sequences from large numbers of mammals could serve to circumvent the taxon-sampling deficit. Here we assess the suitability of mitochondrial data as a phylogenetic marker in mammal phylogenetics. MtDNA datasets of mammal origin have been filtered as follows: (i) we have sampled sparsely across the phylogenetic tree, (ii) we have constrained our sampling to genes with high taxon coverage, (iii) we have categorised rates across sites in a phylogeny independent manner and have removed fast evolving sites, and (iv), we have sampled from very shallow divergence times to reduce phylogenetic conflict. However, topologies obtained using these filters are not consistent with previous studies and are discordant across different genes. Individual mitochondrial genes, and indeed all mitochondrial genes analysed as a supermatrix, resulted in poor resolution of the species phylogeny. Overall, our study highlights the limitations of mitochondrial data, not only for resolving deep divergences and but also for shallow divergences in the mammal phylogeny.