Mammals are diagnosed by more than 30 osteological characters (e.g. squamosal-dentary jaw joint, three inner ear ossicles, etc.) that are readily preserved in the fossil record. However, it is the suite of physiological, soft tissue and behavioural characters (e.g. endothermy, hair, lactation, isocortex and parental care), the evolutionary origins of which have eluded scholars for decades, that most prominently distinguishes living mammals from other amniotes. Here, we review recent works that illustrate how evolutionary changes concentrated in the cranial and dental morphology of mammalian ancestors, the Permian–Jurassic Cynodontia and Mammaliaformes, can potentially be used to document the origin of some of the most crucial defining features of mammals. We discuss how these soft tissue and behavioural traits are highly integrated, and how their evolution is intermingled with that of craniodental traits, thus enabling the tracing of their previously out-of-reach phylogenetic history. Most of these osteological and dental proxies, such as the maxillary canal, bony labyrinth and dental replacement only recently became more easily accessible—thanks, in large part, to the widespread use of X-ray microtomography scanning in palaeontology—because they are linked to internal cranial characters.This article is part of the theme issue ‘The mammalian skull: development, structure and function’.