Abstract Aim To examine the effect of climate change on the occurrence and distribution of Pipistrellus nathusii (Nathusius’ pipistrelle) in the United Kingdom (UK). Location We modelled habitat and climatic associations of P. nathusii in the UK and applied this model to the species’ historical range in continental Europe. Methods A binomial logistic regression model was constructed relating the occurrence of P. nathusii to climate and habitat characteristics using historical species occurrence records (1940–2006) and CORINE land cover data. This model was applied to historical and projected climate data to examine changes in suitable range (1940–2080) of this species. We tested the predictive ability of the model with known records in the UK after 2006 and applied the model to the species’ known range in Europe. Results The distribution of P. nathusii was related positively to the area of water bodies, woodland and small areas of urbanization, and negatively related to the area of peat/heathland. Species records were associated with higher minimum temperatures, low seasonal variation in temperature and intermediate rainfall. We found that suitable areas have existed in the UK since the 1940s and that these have expanded. The model had high predictive power when applied to new records after 2006, with a correct classification rate of 70%, estimated by receiver operating characteristic analysis. Based on climate projections, our model suggests a potential twofold increase in the area suitable for P. nathusii in the UK by 2050. The single most influential climate variable contributing to range increase was the projected increase in minimum temperature. When applied to Europe, the model predictions had best predictive capability of known records in western areas of the species’ range, where P. nathusii is present during the winter. Main conclusions We show that a mobile, migratory species has adapted its range in response to recent climate change on a continental scale. We believe this may be the first study to demonstrate a case of range change linked to contemporary climate change in a mammal species in Europe.