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Species may survive under contemporary climate change by either shifting their range or adapting locally to the warmer conditions. Theoretical and empirical studies recently underlined that dispersal, the central mechanism behind these responses, may depend on the match between an individuals' phenotype and local environment. Such matching habitat choice is expected to induce an adaptive gene flow, but it now remains to be studied whether this local process could promote species' responses to climate change. Here, we investigate this by developing an individual-based model including either random dispersal or temperature-dependent matching habitat choice. We monitored population composition and distribution through space and time under climate change. Relative to random dispersal, matching habitat choice induced an adaptive gene flow that lessened spatial range loss during climate warming by improving populations' viability within the range (i.e. limiting range fragmentation) and by facilitating colonization of new habitats at the cold margin. The model even predicted range contraction under random dispersal but range expansion under optimal matching habitat choice. These benefits of matching habitat choice for population persistence mostly resulted from adaptive immigration decision and were greater for populations with larger dispersal distance and higher emigration probability. We also found that environmental stochasticity resulted in suboptimal matching habitat choice, decreasing the benefits of this dispersal mode under climate change. However population persistence was still better under suboptimal matching habitat choice than under random dispersal. Our results highlight the urgent need to implement more realistic mechanisms of dispersal such as matching habitat choice into models predicting the impacts of ongoing climate change on biodiversity.