Understanding evolutionary responses to variation in temperature and precipitation across species ranges is of fundamental interest given ongoing climate change. The importance of temperature and precipitation for multiple aspects of bumble bee (Bombus) biology, combined with large geographic ranges that expose populations to diverse environmental pressures, make these insects well‐suited for studying local adaptation. Here, we analyzed genome‐wide sequence data from two widespread bumble bees, Bombus vosnesenskii and Bombus vancouverensis, using multiple environmental association analysis methods to investigate climate adaptation across latitude and altitude. The strongest signatures of selection were observed in B. vancouverensis, but despite unique responses between species for most loci, we detected several shared responses. Genes relating to neural and neuromuscular function and ion transport were especially evident with respect to temperature variables, while genes relating to cuticle formation, tracheal and respiratory system development, and homeostasis were associated with precipitation variables. Our data thus suggest that adaptive responses for tolerating abiotic variation are likely to be complex, but that several parallels among species can emerge even for these complex traits and landscapes. Results provide the framework for future work into mechanisms of thermal and desiccation tolerance in bumble bees and a set of genomic targets that might be monitored for future conservation efforts.