Climate change is projected to have significant effects on the distribution of species globally, but research into the implications in parts of Africa has been limited. Using species distribution modelling, this study models climate change-related risks to the terrestrial biodiversity (birds, mammals, reptiles, amphibians and plants) of Kenya’s economically-important and ecologically diverse Tana River Basin. Large reductions in species richness are projected with just 2°C warming (relative to preindustrial levels) with birds and plants seeing the greatest impact. Potential climate refugia for biodiversity are identified within the basin, but often overlap with areas already converted to agriculture or set aside for agricultural expansion, and the majority are outside protected areas. Similarly, some protected areas contain no projected refugia at higher levels of global warming, showing they may be insufficient to protect the basin’s biodiversity as climate changes. However, risks to biodiversity are much smaller if the Paris Agreement’s goal of limiting global warming to ‘well below 2°C’ warming, rather than 2°C only, is met. The potential for refugia for plants and animals decreases strongly with warming. For example, 82% of the basin remaining climatically suitable for at least 75% of the plants currently present at 1.5°C warming, as compared with 23% at 2°C and 3% at 4.5°C. This research provides the first assessment of the combined effects of development plans and climate change on biodiversity of the Tana River Basin, including identifying potential areas for restoration, and contributes to a greater understanding of biodiversity protection and adaptation options in Kenya.