Indices of environmental associations such as the Community Temperature Index (CTI) and Community Precipitation Index (CPI) can be derived from occurrence data to extend the geographic scope or time frame of evidence for responses of insect diversity to global change. We tested whether occurrence records from 1901 to 2016 from the Iberian Peninsula could shed light on butterfly community responses to changes over space and time in the climate; and whether local climatic variation caused by topographic heterogeneity could buffer communities against the effects of climate change. CTI and CPI were closely related to variation in temperature and precipitation across 115 well‐sampled 10 km grid squares. However, whereas temperature and precipitation changed systematically from 1901–1979 to 1980–2016, and these changes were positively related to changes in CTI and CPI, community climatic associations did not change significantly over time. Butterfly communities became more associated with closed vegetation, suggesting that land cover changes overshadowed the effects of climate change. Local (1 km) climatic variation generally exceeded change over time at 10 km resolution, and heterogeneity in elevation slowed rates of warming. In turn, spatial variation in climatic conditions dampened butterfly community responses to heating and drying. Occurrence data are limited by their spatial resolution but can inform understanding of insect community responses to global change for regions lacking long‐term monitoring data. Our results suggest that local climatic variation accompanying topographic heterogeneity can shield regional butterfly faunas from the impacts of climate change.