Climate change is not only evident, but its implications on biodiversity are already patent. The scientific community has delved into the limitations and capabilities of species to face changes in climatic conditions through experimental studies and, primarily, Species Distribution Models (SDMs). Nevertheless, the widespread use of SDMs comes with some intrinsic assumptions, such as niche conservatism, which are not always true. Alternatively, the fossil record can provide additional data to solve the uncertainties of species’ responses to climate change based on their history. Using a combined environmental (niche overlap indices) and geographical approach (temporal transferability of SDMs), we assessed the niche conservatism of Microtus cabrerae throughout its evolutionary history: the Late Pleistocene and the Holocene. The set of analyses performed within this timeframe provides a broad view pointing to a shift in the realized climatic niche of the species. Specifically, M. cabrerae exhibited a broader niche during glacial times than interglacial times, expanding towards novel conditions. Hence, the species might have developed an adaptive ability, as a consequence of mechanisms of local adaptation or natural pressures, or just be preadapted to cope with the novel environment, due to expansion into an unfilled portion of the niche. Nevertheless, the more restricted realized niche during last interglacial times reveals that the species could be close to its physiological limits.