We present updated chemical evolution models of two dwarf spheroidal galaxies (Sculptor and Carina) and the first detailed chemical evolution models of two ultra-faint dwarfs (Hercules and Boötes I). Our results suggest that the dwarf spheroidals evolve with a low efficiency of star formation, confirming previous results, and the ultra-faint dwarfs with an even lower one. Under these assumptions, we can reproduce the stellar metallicity distribution function, the α/Fe versus Fe/H abundance patterns and the total stellar and gas masses observed at the present time in these objects. In particular, for the ultra-faint dwarfs we assume a strong initial burst of star formation, with the mass of the system being already in place at early times. On the other hand, for the classical dwarf spheroidals the agreement with the data is found by assuming the star formation histories suggested by the colour–magnitude diagrams and a longer time-scale of formation via gas infall. We find that all these galaxies should experience galactic winds, starting in all cases before 1 Gyr from the beginning of their evolution. From comparison with Galaxy data, we conclude that it is unlikely that the ultra-faint dwarfs have been the building blocks of the whole Galactic halo, although more data are necessary before drawing firm conclusions.