Extinction is difficult to detect, even in well-known taxa such as mammals. Species with long gaps in their sighting records, which might be considered possibly extinct, are often rediscovered. We used data on rediscovery rates of missing mammals to test whether extinction from different causes is equally detectable and to find which traits affect the probability of rediscovery. We find that species affected by habitat loss were much more likely to be misclassified as extinct or to remain missing than those affected by introduced predators and diseases, or overkill, unless they had very restricted distributions. We conclude that extinctions owing to habitat loss are most difficult to detect; hence, impacts of habitat loss on extinction have probably been overestimated, especially relative to introduced species. It is most likely that the highest rates of rediscovery will come from searching for species that have gone missing during the 20th century and have relatively large ranges threatened by habitat loss, rather than from additional effort focused on charismatic missing species.