Climate change is one of the main threats to biodiversity in the 21st century. However, the effects that it may have on different mammal species are unknown, making it difficult to implement conservation strategies. In this paper, we used species distribution models (SDM) to assess the effect of global climate change on the potential distribution of the 8 of the 9 marsupial species in Mexico, and analyzed their distribution in the current system of natural protected areas (NPAs). We used presence records for each species and bioclimatic variables from the present and the future (2050 and 2080) with 2 contrasting possible scenarios (representative concentration pathways RCP 4.5 and 8.5). We found that Tlacuatzin canescens would have the most stable potential range under any climate change scenario, while the remaining species (Caluromys derbianus, Chironectes minimus, Didelphis marsupialis, D. virginiana, Philander opossum, Marmosa mexicana, and Metachirus nudicaudatus) would undergo notable range losses in the future, though there would not only be losses—according to our SDMs, for all species there would be some range gain under the different climate scenarios, assuming the vegetation cover remained. The current system of NPAs in Mexico currently protects and under the 2 future scenarios would protect less than 20% of the potential range of marsupials, so a reevaluation of their areas beyond the NPAs is highly recommended for the long-term conservation of this group. Our results provide relevant information on the estimated effects of global climate change on marsupials, allowing us to design more effective methodologies for the protection of this portion of the mammalian fauna in Mexico.