Morphological convergence amongst species inhabiting similar environments but having different evolutionary histories is a concept central to evolutionary biology. Cases of divergent evolution, where there is morphological divergence between closely related species exploiting different environments, are less well studied. Here we show divergent evolution in the morphology of the proximal phalanges of several closely related African antelope species inhabiting different environments. This morphological divergence was consistently observed in both a neutral morphospace and an externally ordinated morphospace. Divergence, but not convergence, was also observed when size and shape were considered independently. Finally, convergent evolution of the morphology of the proximal phalanges was observed, but only in the externally ordinated morphospace. Size shows less correlation with phylogeny than does shape. Therefore, we suggest that divergence in size will occur more readily when a species encounters new environmental conditions than divergence in shape. These findings are compatible with observations of rapid dwarfing on islands (Foster’s rule).