The improvement of the habitat of protected areas is of great importance to meet the Convention on Biological Diversity. Using legal means to protect sensitive areas from human interference such as land use change has been an effective way to maintain ecosystem services. Currently 17% of global land is protected yet less effective in face of anthropogenic climate change; the extent to which these ecosystem services are affected by climate change is less understood. Thus, we created the first dataset of the carbon density index, which represents the amount of carbon stock per unit of protected land, and assessed past and future effects of climate change. We found that future climate change will decrease the carbon stock of 75.0% of global protected areas. Latitudinal differences and the size of protected areas will also affect the vulnerability of protected areas to future climates. The protected areas located between N40–60° will suffer the most from future climates. Connecting small protected areas and upgrading the protection level of such areas can be effective to tackle climate change. We find that small protected areas (less than 1 km2), which account for 37.2% of the total protected area can improve their connectivity for less vulnerability.