Biodiversity, regulating ecosystem services (RES), and vegetation productivity are key indicators to instruct natural conservation planning. Decision makers often hope that ecosystems can be protected by focusing on certain key indicators, which requires an understanding of the relationships between the indicators. Using individual case studies, many have argued that these indicators commonly have significant relationships. However, these relationships at different spatial scales are unclear. Therefore, in this study, biodiversity and ecosystem services are modelled by the ecological niche model, the universal soil loss equation, and the equation of water balance in two study areas at different scales. The influence of vegetation productivity on the spatial pattern of other ecological indicators in the two areas is examined by a spatial lag model. The contributions of the driving factors on biodiversity distribution at both scales are identified by a boosted regression tree (BRT) model. The results showed that at the fine scale, the spatial correlations were strongest for species richness, especially mammalian species richness, and water retention. However, biodiversity had no significant relationship with vegetation productivity. In contrast, at a coarser scale, the correlation was stronger between plant diversity and regulating ecosystem services. In addition, plant diversity was significantly correlated with vegetation productivity. These differences between scales were controlled by various explanatory variables. At the fine scale, biophysical and climatic factors had the strongest effects on biodiversity distribution, while Net Primary Productivity (NPP) and ecoregion also had relatively high influences on biodiversity at the coarse scale. This demonstrates the critical importance of spatial scale in selecting conservation indicators. We suggest that rare mammalian species richness or flagship mammal species are suitable as conservation surrogates in fine-scale conservation planning. However, at a coarser scale, selecting vegetation patches with more rare plant species and high productivity for each ecoregion is a workable alternative method for conservation planning.