Climate change is already affecting species in many ways. Because individual species respond to climate change differently, some will be adversely affected by climate change whereas others may benefit. Successfully managing species in a changing climate will require an understanding of which species will be most and least impacted by climate change. Although several approaches have been proposed for assessing the vulnerability of species to climate change, it is unclear whether these approaches are likely to produce similar results. In this study, we compared the relative vulnerabilities to climate change of 76 species of birds, mammals, amphibians, and trees based on three different approaches to assessing vulnerability. We compared (1) projected shifts in species distributions to (2) an assessment based on expert opinion and projected changes in climate to (3) an approach based on the current and future climatic conditions within species’ current ranges. We found that the three approaches provided substantially different rankings of the species. Some species were determined to be highly vulnerable by one approach but only moderately vulnerable by the other two approaches. Only one species, the caribou, was consistently ranked in the top ten most vulnerable species by all three approaches. This is not entirely surprising given that the three measures assess different aspects of vulnerability and are based on different types of information. Nonetheless, these results are important because they indicate that more than one approach may be needed to adequately assess vulnerability and that basing management decisions on one approach alone may lead scientists and managers to underestimate vulnerability.