Although it is widely accepted that future climatic change—if unabated—is likely to have major impacts on biodiversity1, 2, few studies have attempted to quantify the number of species whose populations have already been impacted by climate change3, 4. Using a systematic review of published literature, we identified mammals and birds for which there is evidence that they have already been impacted by climate change. We modelled the relationships between observed responses and intrinsic (for example, body mass) and spatial traits (for example, temperature seasonality within the geographic range). Using this model, we estimated that 47% of terrestrial non-volant threatened mammals (out of 873 species) and 23.4% of threatened birds (out of 1,272 species) may have already been negatively impacted by climate change in at least part of their distribution. Our results suggest that populations of large numbers of threatened species are likely to be already affected by climate change, and that conservation managers, planners and policy makers must take this into account in efforts to safeguard the future of biodiversity.