We identified hotspots of terrestrial vertebrate species diversity in Europe and adjacent islands. Moreover, we assessed the extent to which by the end of the 21(st) century such hotspots will be exposed to average monthly temperature and precipitation patterns which can be regarded as extreme if compared to the climate experienced during 1950-2000. In particular, we considered the entire European sub-continent plus Turkey and a total of 1149 species of terrestrial vertebrates. For each species, we developed species-specific expert-based distribution models (validated against field data) which we used to calculate species richness maps for mammals, breeding birds, amphibians, and reptiles. Considering four global circulation model outputs and three emission scenarios, we generated an index of risk of exposure to extreme climates, and we used a bivariate local Moran's I to identify the areas with a significant association between hotspots of diversity and high risk of exposure to extreme climates. Our results outline that the Mediterranean basin represents both an important hotspot for biodiversity and especially for threatened species for all taxa. In particular, the Iberian and Italian peninsulas host particularly high species richness as measured over all groups, while the eastern Mediterranean basin is particularly rich in amphibians and reptiles; the islands (both Macaronesian and Mediterranean) host the highest richness of threatened species for all taxa occurs. Our results suggest that the main hotspots of biodiversity for terrestrial vertebrates may be extensively influenced by the climate change projected to occur over the coming decades, especially in the Mediterranean bioregion, posing serious concerns for biodiversity conservation.