The Brazilian Cerrado is the second largest Neotropical biome and an important hotspot of biodiversity. However, land use change in this ecosystem is producing landscapes with modified natural environments and anthropogenic environments, such as exotic pastures. In this study, we evaluated how conversion of native Cerrado vegetation to exotic pastures affects the dung beetle assemblages (Coleoptera: Scarabaeidae: Scarabaeinae). We sampled dung beetles in four areas of Cerrado (sensu stricto) and in four areas of exotic pastures (Urochloa spp.) in Aquidauana, Mato Grosso do Sul, Brazil. In all, 7,544 individuals from 43 species of dung beetles were collected, and 19 species were found in both the Cerrado and exotic pastures. The abundance and species richness of dung beetles were higher in Cerrado remnants. Species composition differed between Cerrado and exotic pastures, where 11 species were classified as specialists of Cerrado, 10 species were considered specialists of exotic pastures, and 6 species were habitat generalists. Roller beetles were most negatively affected by exotic pasture establishment. We demonstrated that exotic pasture establishment has a negative impact on dung beetle assemblages in Brazilian Cerrado. The decline in abundance and richness of roller beetles has important implications for the understanding of ecosystem functioning because it can reduce the ecological functions performed by dung beetle assemblages in exotic pastures. Finally, the high number of dung beetle species shared between Cerrado and exotic pastures suggests that the Cerrado remnants is a fundamental requirement for the conservation of biodiversity of dung beetles in exotic pastures in the Brazilian Cerrado.