The Cactaceae is considered one of the most threatened taxa in the world. However, the extent to which climate change could compromise the conservation status of this group has rarely been investigated. The present study advances this issue under three specific aims: (1) to assess the impact of climate change on the distribution of endemic cacti species in the Baja California Peninsula (n = 40), (2) to study how the impact of climate change is distributed in this group according to the species’ conservation status, and (3) to analyze how these impacts are organized from a biogeographical and functional perspective. We addressed these objectives under three socioeconomic emission pathways (RCP 2.6, 4.5, and 8.5), and using two extreme migration scenarios: full climate change tracking and no migration. Altogether, all socioeconomic emission pathways under the two extreme migration scenarios show consistency regarding the identity of the species most vulnerable to climate change, and depict a discrepant future scenario that has, on one hand, species with large potential habitat gains/stability (winners); and on the other, species with large habitat reductions (losers). Our work indicates that winner species have a tropical affinity, globose growth, and includes most of the currently threatened species, whereas loser ones are in arid and Mediterranean systems and are mostly non-threatened. Thus, current and future threat factors do not overlap in the biogeographic and taxonomic space. That reveals a worrisome horizon at supraspecific levels in the study area, since the total number of threatened species in the future might largely increase.