As climatic and other impactful environmental changes continue to gain momentum pollination, services are poised to be harmed, and wild bee species are not an exception. In the present study, maximum entropy (MaxEnt) modeling was used to predict the potential climatic niches of five wild bee species, namely, Chalicodoma flavipes, Chalicodoma sicula, Coelioxys coturnix, Megachile minutissima, and Osmia submicans (all of Megachilidae: Megachilinae). The Maxent model performed better than random for the five species, and all model predictions were significantly robust, giving ratios above null expectations. Under future climate change scenarios, the Maxent model predicted habitat loss for C. flavipes, C. sicula, and M. minutissima in North Africa and habitat loss for O. submicans in Europe and North Africa in all scenarios. Conversely, the study showed that the cleptoparasitic bee Co. coturnix would expand their suitable habitat in most scenarios in Europe, Asia, and the United States, although this species would also suffer habitat loss in North Africa in two scenarios. Between the present situation and future scenarios, the potential distribution for all species decreased in their suitable habitat, with the exception of Co. coturnix. The present results are of considerable value for informed conservation programs and policy decisions regarding wild pollinators.