Shifting distribution to track suitable climate is a potential strategy for marine species to cope with ocean warming. Yet, the ability of species to successfully reach future climate analogs largely depends on the length of the paths that connect them, and on the exposure of these paths to extreme climates during this transition. Here, we evaluate marine climate connectivity for trajectories between climatic analogs on a global scale. We find that while movement between climatic analogs is more intense in the northern seas of the planet, they require longer trajectories to reach climatic analogs, with high climatic exposure to extreme conditions. On the contrary, the southern seas host areas that have closer climatic analogs, further subjected to a lower exposure to dissimilar climates. These patterns are mirrored in the connectivity properties of the global marine protected areas, highlighting sites which might fail to facilitate connectivity to future climates. Our results suggest that potential shifts between climatic analogs might be subjected to more limitations than those suggested by previous studies, with marine connectivity offering novel insights for the establishment of climate-wise conservation future networks.