Life history and behavioural traits evolved over generations and diversified among species. Since they are genetically inherited, inter-species comparison of genomes and traits may provide a global picture on the complexity of correlated evolution. To confirm such a potential, we analysed molecular evolutionary rates of 1,185 single-copy orthologues in 89 mammals.  We found that the common rate variation explains 82% of rate variations and provides reliable estimates of speciation times. The gene-specific rate variations allowed us to infer the gene-trait coevolution network. Identified genes as predictors of 11 life history traits included brain-specific genes for sociality, and genes involved in methylation of histone H3 and steroid hormone synthesis for reproductive seasonality. With improved accuracy of ancestral states reconstruction, we found coevolution of sociality and diurnality through lifespan, coevolution of reproductive seasonality and omnivory, and no coevolution between mating system and all other traits.