Climate change threatens species and ecosystems globally, including forest ecosystems that support rich invertebrate diversity. Saproxylic beetles, that depend on old-growth trees and deadwood, are facing increasing pressure. Consequently, conserving these beetles has become a priority for EU Member States. We developed ensemble species distribution models for five saproxylic beetles for current and three future time horizons under two Shared Socioeconomic Pathways and two Global Circulation Models. We used a systematic conservation planning approach to assess the effectiveness and resilience to climate change of the Romanian Natura 2000 network for saproxylic beetles while identifying areas for prospective protected area expansion to meet EU conservation targets. Our study revealed that under all scenarios and time horizons, the saproxylic beetles may lose over 80% of their suitable habitat and restrict their distribution to higher elevations. According to the conservation prioritization analysis, we found that, when considering 30% of the landscape as being protected, an average of 85% of species distribution is retained within priority areas overlapping the Carpathian Mountains, while for the current protected area coverage (18% of Romania’s terrestrial area), the existing Natura 2000 network does not perform satisfactorily, with only ~ 30% of the saproxylic species distributions falling within the network. Our results corroborate previous findings on saproxylic beetle range shifts and contractions due to climate change. Furthermore, our findings question the effectiveness of the current Natura 2000 network, as it is currently inadequate for protecting these species. To achieve the goals of the EU Biodiversity Strategy 2030 of protecting at least 30% of the EU’s territory, we advocate the expansion of the Natura 2000 sites to future suitable saproxylic beetle habitats.