This paper undertakes a data-driven segmentation analysis on tourists’ choice of island destinations in the context of a changing climate. To this end, 2528 tourists visiting ten European islands in the Mediterranean, Baltic, and Atlantic regions were posed hypothetical situations in which diverse impacts caused by CC (i.e., beach loss, heatwaves, storm intensification, etc.) were affecting the islands being visited. In each scenario, tourists’ responses ranged from stay on the island to change to an alternative destination. Cluster analysis allowed the identification of four segments: (1) LO-loyal oriented—tourists willing to stay on the island despite any climatic event (in this group, tourists would often change the travel date); (2) RA-risk-averse—tourists who would always avoid islands affected by CC; (3) WIL-risk-specific—a segment of tourists with a special aversion to the risks associated with wildlife disappearance and damage to infrastructure, and (4) 3S-sun, sea and sand seekers—tourists who would always avoid visiting islands where CC induced effects are related to beach loss or extreme events. Further analysis is dedicated to comparing segments in regard to their sociodemographic characteristics, the image of the island, and the importance given to the protection of environmental attributes when choosing an island destination. The results alert us about the climate-specific risks and tourist profiles that are relevant to explaining changes in the tourism geography and seasonality of islands. The findings are useful for providing operational marketing recommendations for destination managers, especially for taking competitive advantage of climate services, and for prevention and responsiveness management strategies.