The way that plants and animals respond to climate change varies widely among species, but the biological features underlying their actual response remains largely unknown. Here, from a 20‐year monitoring study, we document a continuous decrease in litter size of the Alpine marmot (Marmota marmota) since 1990. To cope with harsh winters, Alpine marmots hibernate in burrows and their reproductive output should depend more on spring conditions compared to animals that are active year‐round. However, we show that litter size decreased over time because of the general thinning of winter snow cover that has been repeatedly reported to occur in the Alps over the same period, despite a positive effect of an earlier snowmelt in spring. Our results contrast markedly with a recent study on North American yellow‐bellied marmots, suggesting that between‐species differences in life histories can lead to opposite responses to climate change, even between closely related species. Our case study therefore demonstrates the idiosyncratic nature of the response to climate change and emphasizes, even for related species with similar ecological niches, that it may be hazardous to extrapolate life history responses to climate change from one species to another.