Correlative species distribution models are frequently used to predict species’ range shifts under climate change. However, climate variables often show high collinearity and most statistical approaches require the selection of one among strongly correlated variables. When causal relationships between species presence and climate parameters are unknown, variable selection is often arbitrary, or based on predictive performance under current conditions. While this should only marginally affect current range predictions, future distributions may vary considerably when climate parameters do not change in concert. We investigated this source of uncertainty using four highly correlated climate variables together with a constant set of landscape variables in order to predict current (2010) and future (2050) distributions of four mountain bird species in central Europe. Simulating different parameterization decisions, we generated a) four models including each of the climate variables singly, b) a model taking advantage of all variables simultaneously and c) an un-weighted average of the predictions of a). We compared model accuracy under current conditions, predicted distributions under four scenarios of climate change, and – for one species – evaluated back-projections using historical occurrence data. Although current and future variable-correlations remained constant, and the models’ accuracy under contemporary conditions did not differ, future range predictions varied considerably in all climate change scenarios. Averaged models and models containing all climate variables simultaneously produced intermediate predictions; the latter, however, performed best in back-projections. This pattern, consistent across different modelling methods, indicates a benefit from including multiple climate predictors in ambiguous situations. Variable selection proved to be an important source of uncertainty for future range predictions, difficult to control using contemporary information. Small, but diverging changes of climate variables, masked by constant overall correlation patterns, can cause substantial differences between future range predictions which need to be accounted for, particularly when outcomes are intended for conservation decisions.