Abstract Climate change will profoundly alter the physiology and ecology of plants, insect herbivores, and their natural enemies, resulting in strong effects on multitrophic interactions. Yet, manipulative studies that investigate the direct combined impacts of changes in CO 2 , temperature, and precipitation on the third trophic level remain rare. Here, we assessed how exposure to elevated CO 2 , increased temperature, and decreased precipitation directly affect the performance and predation success of species from four major groups of herbivore natural enemies: an entomopathogenic nematode, a wolf spider, a ladybug, and a parasitoid wasp. A four‐day exposure to future climatic conditions (RCP 8.5), entailing a 28% decrease in precipitation, a 3.4°C raise in temperature, and a 400 ppm increase in CO 2 levels, slightly reduced the survival of entomopathogenic nematodes, but had no effect on the survival of other species. Predation success was not negatively affected in any of the tested species, but it was even increased for wolf spiders and entomopathogenic nematodes. Factorial manipulation of climate variables revealed a positive effect of reduced soil moisture on nematode infectivity, but not of increased temperature or elevated CO 2 . These results suggest that natural enemies of herbivores may be well adapted to short‐term changes in climatic conditions. These findings provide mechanistic insights that will inform future efforts to disentangle the complex interplay of biotic and abiotic factors that drive climate‐dependent changes in multitrophic interaction networks.