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Accounting for within-species variability in the relationship between occurrence and climate is essential to forecasting species’ responses to climate change. Few climate-vulnerability assessments explicitly consider intraspecific variation, and those that do typically assume that variability is best explained by genetic affinity. Here, we evaluate how well heterogeneity in responses to climate by a cold-adapted mammal, the American pika (Ochotona princeps), aligns with subdivisions of the geographic range by phylogenetic lineage, physiography, elevation or ecoregion. We find that variability in climate responses is most consistently explained by an ecoregional subdivision paired with background sites selected from a broad spatial extent indicative of long-term (millennial-scale) responses to climate. Our work challenges the common assumption that intraspecific variation in climate responses aligns with genetic affinity. Accounting for the appropriate context and scale of heterogeneity in species’ responses to climate will be critical for informing climate-adaptation management strategies at the local (spatial) extents at which such actions are typically implemented. Intraspecies response to climate change is expected to align with genetic affinity. Using the American pika as a case study suggests that divisions of species distributions best explain intraspecific heterogeneity in climate relationships.