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Biodiversity in Africa, Madagascar and smaller surrounding islands is both globally extraordinary and increasingly threatened. However, to date no analyses have effectively integrated species values (e.g., richness, endemism) 'non-species' values (e.g., migrations, intact assemblages), and threats into a single assessment of conservation priorities. We present such an analysis for the 119 ecoregions of Africa, Madagascar and smaller islands. Biodiversity is not evenly distributed across Africa and patterns vary somewhat among taxonomic groups. Analyses of most vertebrates (i.e., birds, mammals, amphibians) tend to identify one set of priority ecoregions, while plants, reptiles, and invertebrates highlight additional areas. 'Non-species' biological values are not correlated with species measures and thus indicate another set of ecoregions. Combining species and non-species values is therefore crucial for assembling a comprehensive portfolio of conservation priorities across Africa. Threats to biodiversity are also unevenly distributed across Africa. We calculate a synthetic threat index using remaining habitat, habitat block size, degree of habitat fragmentation, coverage within protected areas, human population density, and the extinction risk of species. This threat index is positively correlated with all three measures of biological value (i.e., richness, endemism, non-species values), indicating that threats tend to be focused on the region's most important areas for biodiversity. Integrating biological values with threats allows identification of two distinct sets of ecoregion priority. First, highly imperilled ecoregions with many narrow endemic species that require focused actions to prevent the loss of further habitat leading to the extinction of narrowly distributed endemics. Second, less threatened ecoregions that require maintenance of large and well-connected habitats that will support large-scale habitat processes and associated area-demanding species. By bringing these data together we can be much more confident that our set of conservation recommendations serves the needs of biodiversity across Africa, and that the contribution of different agencies to achieving African conservation can be firmly measured against these priorities.