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Nested patterns of community composition exist when species at depauperate sites are subsets of those occurring at sites with more species. Nested subset analysis provides a framework for analyzing species occurrences to determine non-random patterns in community composition and potentially identify mechanisms that may shape faunal assemblages. We examined nested subset structure of desert bat assemblages on 20 islands in the southern Gulf of California and at 27 sites along the Baja California peninsula coast, the presumable source pool for the insular faunas. Nested structure was analyzed using a conservative null model that accounts for expected variation in species richness and species incidence across sites (fixed row and column totals). Associations of nestedness and island traits, such as size and isolation, as well as species traits related to mobility, were assessed to determine the potential role of differential extinction and immigration abilities as mechanisms of nestedness. Bat faunas were significantly nested in both the insular and terrestrial landscape and island size was significantly correlated with nested structure, such that species on smaller islands tended to be subsets of species on larger islands, suggesting that differential extinction vulnerabilities may be important in shaping insular bat faunas. The role of species mobility and immigration abilities is less clearly associated with nestedness in this system. Nestedness in the terrestrial landscape is likely due to stochastic processes related to random placement of individuals and this may also influence nested patterns on islands, but additional data on abundances will be necessary to distinguish among these potential mechanisms.