Model transferability (extrapolative accuracy) is one important feature in species distribution models, required in several ecological and conservation biological applications. This study uses 10 modelling techniques and nationwide data on both (1) species distribution of birds, butterflies, and plants and (2) climate and land cover in Finland to investigate whether good interpolative prediction accuracy for models comes at the expense of transferability – i.e. markedly worse performance in new areas. Models’ interpolation and extrapolation performance was primarily assessed using AUC (the area under the curve of a receiver characteristic plot) and Kappa statistics, with supplementary comparisons examining model sensitivity and specificity values. Our AUC and Kappa results show that extrapolation to new areas is a greater challenge for all included modelling techniques than simple filling of gaps in a well-sampled area, but there are also differences among the techniques in the degree of transferability. Among the machine-learning modelling techniques, MAXENT, generalized boosting methods (GBM), and artificial neural networks (ANN) showed good transferability while the performance of GARP and random forest (RF) decreased notably in extrapolation. Among the regression-based methods, generalized additive models (GAM) and generalized linear models (GLM) showed good transferability. A desirable combination of good prediction accuracy and good transferability was evident for three modelling techniques: MAXENT, GBM, and GAM. However, examination of model sensitivity and specificity revealed that model types may differ in their tendencies to either increased over-prediction of presences or absences in extrapolation, and some of the methods show contrasting changes in sensitivity vs specificity (e.g. ANN and GARP). Among the three species groups, the best transferability was seen with birds, followed closely by butterflies, whereas reliable extrapolation for plant species distribution models appears to be a major challenge at least at this scale. Overall, detailed knowledge of the behaviour of different techniques in various study settings and with different species groups is of utmost importance in predictive modelling.