Climate-driven range fluctuations during the Pleistocene have continuously reshaped species distribution leading to populations of contrasting genetic diversity. Contemporary climate change is similarly influencing species distribution and population structure, with important consequences for patterns of genetic diversity and species' evolutionary potential1. Yet few studies assess the impacts of global climatic changes on intraspecific genetic variation2, 3, 4, 5. Here, combining analyses of molecular data with time series of predicted species distributions and a model of diffusion through time over the past 21 kyr, we unravel caribou response to past and future climate changes across its entire Holarctic distribution. We found that genetic diversity is geographically structured with two main caribou lineages, one originating from and confined to Northeastern America, the other originating from Euro-Beringia but also currently distributed in western North America. Regions that remained climatically stable over the past 21 kyr maintained a high genetic diversity and are also predicted to experience higher climatic stability under future climate change scenarios. Our interdisciplinary approach, combining genetic data and spatial analyses of climatic stability (applicable to virtually any taxon), represents a significant advance in inferring how climate shapes genetic diversity and impacts genetic structure.