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Global climate change is increasing the frequency and intensity of extreme weather events such as heatwaves, droughts, and flooding. This is the primary way many individuals experience climate change, which has led researchers to investigate the influence of personal experience on climate change concern and action. However, existing evidence is still limited and in some cases contradictory. At the same time, behavioral decision research has highlighted the importance of pre-existing values and beliefs in shaping how individuals experience changes in environmental conditions. This is in line with theories of motivated reasoning, which suggest that people interpret and process information in a biased manner to maintain their prior beliefs. Yet, the evidence for directional motivated reasoning in the context of climate change beliefs has recently been questioned. In the current paper, we critically review the literature on the interrelationships between personal experience of local weather anomalies, extreme weather events and climate change beliefs. Overall, our review shows that there is some evidence that local warming can generate climate change concern, but the capacity for personal experience to promote action may rely upon the experience first being attributed to climate change. Rare extreme weather events will likely have limited impact on judgments and decisions unless they have occurred recently. However, even recent events may have limited impact among individuals who hold strong pre-existing beliefs rejecting the reality of climate change. We identify limitations of existing research and suggest directions for future work.