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Climate change is causing shifts in species distributions worldwide. Understanding how species distributions will change with future climate change is thus critical for conservation planning. Impacts on oceanic islands are potentially major given the disproportionate number of endemic species and the consequent risk that local extinctions might become global ones. In this study, we use species climate envelope models to evaluate the current and future potential distributions of Azorean endemic species of bryophytes, vascular plants, and arthropods on the Islands of Terceira and Sao Miguel in the Azores archipelago (Macaronesia). We examined projections of climate change effects on the future distributions of species with particular focus on the current protected areas. We then used spatial planning optimization software (PRION) to evaluate the effectiveness of protected areas at preserving species both in the present and future. We found that contractions of species distributions in protected areas are more likely in the largest and most populated island of Sao Miguel, moving from the coastal areas towards inland where the current protected areas are insufficient and inadequate to tackle species distribution shifts. There will be the need for a revision of the current protected areas in Sao Miguel to allow the sustainable conservation of most species, while in Terceira Island the current protected areas appear to be sufficient. Our study demonstrates the importance of these tools for informing long-term climate change adaptation planning for small islands.