Much attention has been given to forecasting the likely effects of ongoing climate change on biodiversity. A large and often contentious literature has developed about how changes in species' ranges should be modelled and how additional biological mechanisms might be incorporated to improve their utility. Nonetheless, 2 areas stand out as relatively underappreciated: the importance of understanding a species' physiological capacities when forecasting its response to climate change, and the likely influence that capacities for genetic change across generations and changes in plastic responses, or the lack thereof, will have on a species' response. Although perhaps not as well developed as correlative approaches to understanding species responses to change, mechanistic approaches are advancing rapidly. In this review, we explore several of the key messages emerging from the mechanistic approach, embodied in evolutionary physiology, to understanding and forecasting species responses to climate change.