Correlative species distribution models are becoming commonplace in the scientific literature and public outreach products, displaying locations, abundance, or suitable environmental conditions for harmful invasive species, threatened and endangered species, or species of special concern. Accurate species distribution models are useful for efficient and adaptive management and conservation, research, and ecological forecasting. Yet, these models are often presented without fully examining or explaining the caveats for their proper use and interpretation and are often implemented without understanding the limitations and assumptions of the model being used. We describe common pitfalls, assumptions, and caveats of correlative species distribution models to help novice users and end users better interpret these models. Four primary caveats corresponding to different phases of the modeling process, each with supporting documentation and examples, include: (1) all sampling data are incomplete and potentially biased; (2) predictor variables must capture distribution constraints; (3) no single model works best for all species, in all areas, at all spatial scales, and over time; and (4) the results of species distribution models should be treated like a hypothesis to be tested and validated with additional sampling and modeling in an iterative process.