Climate change and biodiversity loss are two severe challenges that the world is facing. Studying the distribution shifts of species in response to climate change could provide insights into long-term conservation and biodiversity maintenance. Myotis pilosus is the only known fishing bat in East Asia, whereas its population has been decreasing in recent years and it is listed as a “Vulnerable” species. To assess the impact of climate change on the distribution of M. pilosus, we obtained 33 M. pilosus occurrence records within China where they are mainly distributed, and extracted 30 environmental variables. MaxEnt was applied to assess the habitat suitability, recognize the important environmental variables, predict future distribution changes, and identify the potential future climate refugia. The prediction result based on eleven dominant environmental variables was excellent. The Jackknife test showed that the “minimum temperature of coldest month”, “precipitation of wettest quarter”, “percent tree cover”, and “precipitation of driest month” were the main factors affecting the distribution of M. pilosus. The current suitable areas were predicted to be mainly located in southwest and southeast China with a total area of about 160.54 × 104 km2, accounting for 16.72% of China’s land area. Based on the CCSM4, it was predicted that the future (2050 and 2070) suitable areas of M. pilosus will expand and shift to high latitudes and altitudes with global warming, but the area of moderately and highly suitable habitats will be small. Considering the dispersal capacity of M. pilosus, the area of colonized suitable habitats in 2050 and 2070 was predicted to be only ca. 94 × 104 km2 and 155 × 104 km2, respectively. The central and southern parts of Hainan, southern Guangdong, central Guizhou, and southern Beijing were identified as potential climate refugia and could be considered as priority conservation areas for M. pilosus. Thus, we suggest long-term monitoring of the priority conservation areas, especially the areas at high latitudes and altitudes. These results contribute to our knowledge of the possible spatial distribution pattern of M. pilosus under current and future climate scenarios, which is important for the population protection and habitat management of this special piscivorous bat species.