Marked impacts of climate change on biodiversity have frequently been demonstrated, including temperature-related shifts in phenology and life-history traits. One potential major impact of climate change is the modification of synchronization between the phenology of different trophic levels. High phenotypic plasticity in laying date has allowed many bird species to track the increasingly early springs resulting from recent environmental change, but although changes in the timing of reproduction have been well studied in birds, these questions have only recently been addressed in mammals. To track peak resource availability, large herbivores like roe deer, with a widespread distribution across Europe, should also modify their life-history schedule in response to changes in vegetation phenology over time. In this study, we analysed the influence of climate change on the timing of roe deer births and the consequences for population demography and individual fitness. Our study provides a rare quantification of the demographic costs associated with the failure of a species to modify its phenology in response to a changing world. Given these fitness costs, the lack of response of roe deer birth dates to match the increasingly earlier onset of spring is in stark contrast with the marked phenotypic responses to climate change reported in many other mammals. We suggest that the lack of phenotypic plasticity in birth timing in roe deer is linked to its inability to track environmental cues of variation in resource availability for the timing of parturition.