Range shift is the primary short-term species response to rapid climate change, but it is often hampered by natural or anthropogenic habitat fragmentation. Different critical areas of a species’ niche may be exposed to heterogeneous environmental changes and modelling species response under such complex spatial and ecological scenarios presents well-known challenges. Here, we use a biophysical ecological niche model validated through population genomics and palaeodemography to reconstruct past range shifts and identify future vulnerable areas and potential refugia of the king penguin in the Southern Ocean. Integrating genomic and demographic data at the whole-species level with specific biophysical constraints, we present a refined framework for predicting the effect of climate change on species relying on spatially and ecologically distinct areas to complete their life cycle (for example, migratory animals, marine pelagic organisms and central-place foragers) and, in general, on species living in fragmented ecosystems.