Assemblages of roving herbivores were consistently different between eastern, warmer, sheltered sites and western, colder, more wave‐exposed sites. At eastern sites, detritivorous‐herbivorous species dominated while omnivores had the highest biomass and were dominant at western sites. Macroalgivores did not show any trends related to location. These distributional patterns, at relatively small spatial scales of a few kilometres, mirror large‐scale latitudinal patterns observed for the studied species along the entire Brazilian coast, where cold water associated species are abundant on south‐eastern rocky reefs (analogous to the western sites of this study), and tropical species are dominant on north‐eastern coral reefs (analogous to the eastern sites). Species‐level analyses demonstrated that depth was an important factor correlated with biomasses of Diplodus argenteus, Sparisoma axillare and Sparisoma tuiupiranga, probably due to resource availability and interspecific competition. Herbivorous fish assemblages in the study area have been historically affected by fishing, and combined with the variation in assemblage structure, this is likely to have important, spatially variable effects on the dynamics of benthic communities.