Ecological niche models (ENMs) are a powerful tool in ecological research and conservation planning. Since ENMs provide probability maps of suitable areas under environmental change, they may assist in designing conservation actions and addressing conservation priorities. However, ENMs are usually implemented by learning the species climatic preferences from their current geographic distribution, which leaves them vulnerable to the issue of niche truncation issues, as if comes with non-climatic limits to the current species distribution posed by e.g. anthropic activities and settlements, and is bound to assume that species are at equilibrium with their environments. These problems might be alleviated by the inclusion of fossil occurrences, which refer to moments during species evolution when such limits were absent, and a larger fraction of the species fundamental niche was probably explored. Here, we combined current and fossil occurrence data for 38 medium-large mammal species of conservation concern to assess the influence of the fossil record on ENM predictions under future climate change scenarios. We found that ignoring or including fossil data yields consistent trends in terms of predicted range increase/decrease. Yet, although adding fossil data invariably results in increased niche width, estimates of range change magnitude improved for just one half only of the species. These results suggest that most species might be in non-equilibrium with their environment, and that the inclusion of fossil data may be crucial to the better understanding of species climatic requirements, hence for designing effective conservation strategies.