Secondary transitions to aquatic environments are common among vertebrates, and aquatic lineages display several adaptations to this realm, some of which might make these transitions irreversible. At the same time, discussions about secondary transitions often focus only on the marine realm, comparing fully terrestrial with fully aquatic species. This, however, captures only a fraction of land-to-water transitions, and freshwater and semi-aquatic groups are often neglected in macroevolutionary studies. Here, we use phylogenetic comparative methods to unravel the evolution of different levels of aquatic adaptations across all extant mammals, testing if aquatic adaptations are irreversible and if they are related to relative body mass changes. We found irreversible adaptations consistent with Dollo's Law in lineages that rely strongly on aquatic environments, while weaker adaptations in semi-aquatic lineages, which still allow efficient terrestrial movement, are reversible. In lineages transitioning to aquatic realms, including semi-aquatic ones, we found a consistent trend towards an increased relative body mass and a significant association with a more carnivorous diet. We interpret these patterns as the result of thermoregulation constraints associated with the high thermal conductivity of water leading to body mass increase consistently with Bergmann's rule and to a prevalence of more nutritious diets.