Migratory waterbirds require an effectively conserved cohesive network of wetland areas throughout their range and life-cycle. Under rapid climate change, protected area (PA) networks need to be able to accommodate climate-driven range shifts in wildlife if they are to continue to be effective in the future. Thus, we investigated geographical variation in the relationship between local temperature anomaly and the abundance of 61 waterbird species during the wintering season across Europe and North Africa during 1990–2015. We also compared the spatio-temporal effects on abundance of sites designated as PAs, Important Bird and Biodiversity Areas (IBAs), both, or neither designation (Unlisted). Waterbird abundance was positively correlated with temperature anomaly, with this pattern being strongest towards north and east Europe. Waterbird abundance was higher inside IBAs, whether they were legally protected or not. Trends in waterbird abundance were also consistently more positive inside both protected and unprotected IBAs across the whole study region, and were positive in Unlisted wetlands in southwestern Europe and North Africa. These results suggest that IBAs are important sites for wintering waterbirds, but also that populations are shifting to unprotected wetlands (some of which are IBAs). Such IBAs may therefore represent robust candidate sites to expand the network of legally protected wetlands under climate change in north-eastern Europe. These results underscore the need for monitoring to understand how the effectiveness of site networks is changing under climate change.