For many species the threats of climate change occur in a context of multiple existing threats. Given the current focus of global change ecology in identifying and understanding species vulnerable to climate change, we performed a global analysis to characterize the multi-threat context for species threatened by climate change. Utilizing 30,053 species from the International Union for Conservation of Nature’s (IUCN) Red List of Threatened Species, we sought to evaluate if species threatened by climate change are more likely threatened by a greater number of non-climatic threats than species not threatened by climate change. Our results show that species threatened by climate change are generally impacted by 21% more non-climatic threats than species not threatened by climate change. Across all species, this pattern is related to IUCN risk status, where endangered species threatened by climate change face 33% more non-climatic threats than endangered species not threatened by climate change. With the clear challenges of assessing current and projected impacts of climate change on species and ecosystems, research often requires reductionist approaches that result in downplaying this multi-threat context. This cautionary note bears relevance beyond climate change threatened species as we also found other (but not all) anthropogenic threats are also similarly associated with more threats. Our findings serve as a reminder that ecological research should seriously consider these potential threat interactions, especially for species under elevated conservation concern.