Climate change is pushing temperatures beyond the thermal tolerance of many species. Whether protected areas (PAs) can serve as climate change refugia for biodiversity has not yet been explored. We find that PAs of natural (seminatural) vegetation effectively cool the land surface temperature, particularly the daily maximum temperature in the tropics, and reduce diurnal and seasonal temperature ranges in boreal and temperate regions, as compared to nonprotected areas that are often disturbed or converted to various land uses. Moreover, protected forests slow the rate of warming more at higher latitudes. The warming rate in protected boreal forests is up to 20% lower than in their surroundings, which is particularly important for species in the boreal where warming is more pronounced. The fact that nonprotected areas with the same type of vegetation as PAs show reduced warming buffer capacity highlights the importance of conservation to stabilize the local climate and safeguard biodiversity.