Many species are projected to become vulnerable to twenty-first-century climate changes, with consequent effects on the tree of life. If losses were not randomly distributed across the tree of life, climate change could lead to a disproportionate loss of evolutionary history. Here we estimate the consequences of climate change on the phylogenetic diversities of plant, bird and mammal assemblages across Europe. Using a consensus across ensembles of forecasts for 2020, 2050 and 2080 and high-resolution phylogenetic trees, we show that species vulnerability to climate change clusters weakly across phylogenies. Such phylogenetic signal in species vulnerabilities does not lead to higher loss of evolutionary history than expected with a model of random extinctions. This is because vulnerable species have neither fewer nor closer relatives than the remaining clades. Reductions in phylogenetic diversity will be greater in southern Europe, and gains are expected in regions of high latitude or altitude. However, losses will not be offset by gains and the tree of life faces a trend towards homogenization across the continent.