The recent climate change scenarios show significant increases in temperature and extreme drought events in Southern and Eastern Europe by the end of the 21st century, which will have a serious impact on forest growth and adaptation, and important consequences for forest management. The system of provenance regions, according to the OECD Scheme and EU Directive, was thought to encourage the use of the local seed sources, under the concept ‘local is the best’. However, climate is changing faster than some species or populations can adapt or migrate, which raises some uncertainties with respect to the future performance of local populations. In Romania, as in other countries, the delimitation of provenance regions is based on geographical, ecological and vegetation criteria. The aim of this study is to evaluate: (1) the climate change that has occurred at the level of the provenance regions; (2) which regions will be most vulnerable to climate change; (3) which forest types will be the most vulnerable in a certain region; and (4) changes in the climatic envelope of forest species. Several climatic parameters and an ecoclimatic indices have been calculated and analyzed at the level of provenance regions, subregions and ecological sectors (forest types) in Romania, during the period 1951–2020. The results highlight a general shift towards warmer and drier conditions in the last 30 years, the mean annual temperature increasing with 0.3–1.1 °C across the provenance subregions. The De Martonne aridity index for the vegetation season shows that 86% of the ecological sectors fell into the arid and semiarid categories, which indicates a very high degree of vulnerability for forest species. On the Lang rainfall index, forest steppe climatic conditions occurred in all pure or mixed pedunculate oak forests, thermophile oak species, meadow forests, poplar and willow, Turkey oak and Hungarian oak forests. The Ellenberg coefficient highlights that the warming process is more evident along the altitude and the degree of vulnerability increase at lower altitude or at the edge of species distribution. The climate envelopes of many forest species have already shifted to another ecosystem’s climate. This paper presents the importance of re-delineation the provenance regions for the production and deployment of forest reproductive materials according to the climate change occurred in the last decades, as a fundamental tool for an adaptive forest management.