Predicting how species distributions might shift as global climate changes is fundamental to the successful adaptation of conservation policy. An increasing number of studies have responded to this challenge by using climate envelopes, modeling the association between climate variables and species distributions. However, it is difficult to quantify how well species actually match climate. Here, we use null models to show that species-climate associations found by climate envelope methods are no better than chance for 68 of 100 European bird species. In line with predictions, we demonstrate that the species with distribution limits determined by climate have more northerly ranges. We conclude that scientific studies and climate change adaptation policies based on the indiscriminate use of climate envelope methods irrespective of species sensitivity to climate may be misleading and in need of revision.