Climate sensitivity is defined as the change in global mean equilibrium temperature after a doubling of atmospheric CO2 concentration and provides a simple measure of global warming. An early estimate of climate sensitivity, 1.5—4.5°C, has changed little subsequently, including the latest assessment by the Intergovernmental Panel on Climate Change. The persistence of such large uncertainties in this simple measure casts doubt on our understanding of the mechanisms of climate change and our ability to predict the response of the climate system to future perturbations. This has motivated continued attempts to constrain the range with climate data, alone or in conjunction with models. The majority of studies use data from the instrumental period (post-1850), but recent work has made use of information about the large climate changes experienced in the geological past. In this review, we first outline approaches that estimate climate sensitivity using instrumental climate observations and then summarize attempts to use the record of climate change on geological timescales. We examine the limitations of these studies and suggest ways in which the power of the palaeoclimate record could be better used to reduce uncertainties in our predictions of climate sensitivity.