Many have asserted that Sacred Natural Sites (SNS) play an important role in nature protection but few have assessed their conservation effectiveness for different taxa. We studied sacred groves in Epirus, NW Greece, where a large number of such SNS have been identified. Based on historical, ethnographic and ecological criteria, we selected eight of these groves and matching control sites and in them we studied fungi, lichens, herbaceous plants, woody plants, nematodes, insects, bats and passerine birds. Our results reveal that the contribution of SNS to species conservation is nuanced by taxon, vegetation type and management history. We found that the sacred groves have a small conservation advantage over the corresponding control sites. More specifically, there are more distinct sets of organisms amongst sacred groves than amongst control sites, and overall biodiversity, diversity per taxonomic group, and numbers of species from the European SCI list (Species of Community Interest) are all marginally higher in them. Conservationists regard the often small size of SNS as a factor limiting their conservation value. The sizes of SNS around the globe vary greatly, from a few square meters to millions of hectares. Given that those surveyed by us (ranging from 5 to 116 ha) are at the lower end of this spectrum, the small conservation advantage that we testified becomes important. Our results provide clear evidence that even small-size SNS have considerable conservation relevance; they would contribute most to species conservation if incorporated in networks. •Sacred Natural Sites (SNS) are thought to play an important role in conservation but quantitative analyses are rare.•We studied the conservation capacity of SNS at multiple sites for multiple taxonomic groups.•The SNS studied deliver a small but important conservation benefit compared with corresponding control areas.•The contribution of SNS to species conservation is nuanced by taxon, vegetation type and management history.•The best conservation strategy for small SNS is to join them as parts of networks within conventional conservation schemes.