Estimating organisms' responses to environmental variables and taxon associations across broad spatial scales is vital for predicting their responses to climate change. Macroinvertebrates play a major role in wetland processes, but studies simultaneously exploring both community structure and community trait responses to environmental gradients are still lacking. We compiled a global dataset (six continents) from 756 depressional wetlands, including the occurrence of 96 macroinvertebrate families, their phylogenetic tree, and 19 biological traits. Using Bayesian hierarchical joint species distribution models (JSDMs), we estimated macroinvertebrate associations and compared the influences of local and climatic predictors on both individual macroinvertebrate families and their traits. While macroinvertebrate families were mainly related to broad‐scale factors (maximum temperature and precipitation seasonality), macroinvertebrate traits were strongly related to local wetland hydroperiod. Interestingly, macroinvertebrate families and traits both showed positive and negative associations to the same environmental variables. As expected, many macroinvertebrate family occurrences were positively associated with temperature, but a few showed the opposite pattern and were found in cooler or montane regions. We also found that wetland macroinvertebrate communities would likely be affected by changing climates through alterations in traits related to precipitation seasonality, temperature seasonality, and wetland area. Temperature increases may negatively affect collector and shredder functional groups. A decrease in precipitation could lead to reductions in wetland area benefiting drought‐tolerant macroinvertebrates, but it may negatively affect macroinvertebrates lacking those adaptations. Wetland processes may be compromised through broad‐scale environmental changes altering macroinvertebrate family distributions and local hydroperiod shifts altering organism traits. Our complementary family‐based and trait‐based approaches elucidate the complex effects that climate change may produce on wetland ecosystems.