Anthropogenic climate change presents a major threat to all levels of biodiversity – from populations to ecosystems. Threatened species and ecological communities are particularly at risk because they generally possess characteristics that increase their vulnerability to extinction. Here we review the conservation assessments of 414 threatened species and 108 ecological communities in the state of New South Wales (NSW) Australia, to explore climate change extinction risk. We found only 13% of threatened species and 24% of threatened ecological communities have climate change identified as a threat. Amphibians had the highest proportion of species with a climate change threat identified (37%), followed by mammals (25%), birds (17%), reptiles (15%) and plants (10%). The sample sizes of freshwater algae and marine mammals were too small to be considered. Threatened species and ecological communities that had climate change listed as a threat were predominately associated with wet and montane habitats, highlighting the vulnerability of these environments. The estimates of the extinction threat from climate change to species and ecological communities in NSW are likely to be highly conservative. We suggest that climate change adaptation strategies be incorporated into all levels of biodiversity management, from threatened species management plans to landscape level management.