Variation in environmental conditions across a species' range can alter their responses to environmental change through local adaptation and acclimation. Evolutionary responses, however, may be challenged in ecosystems with tightly coupled environmental conditions, where changes in the covariance of environmental factors may make it more difficult for species to adapt to global change. Here, we conduct a 3-month-long mesocosm experiment and find evidence for local adaptation/acclimation in populations of red sea urchins, Mesocentrotus franciscanus, to multiple environmental drivers. Moreover, populations differ in their response to projected concurrent changes in pH, temperature, and dissolved oxygen. Our results highlight the potential for local adaptation/acclimation to multivariate environmental regimes but suggest that thresholds in responses to a single environmental variable, such as temperature, may be more important than changes to environmental covariance. Therefore, identifying physiological thresholds in key environmental drivers may be particularly useful for preserving biodiversity and ecosystem functioning.