Biodiversity hotspots, such as the Brazilian Atlantic Forest (BAF), are expected to be more affected by climate change. Three distinct areas of past climatic refugia occur in the BAF, Pernambuco, Bahia, and São Paulo, that will likely be impacted differently by climate change. To estimate the distribution of mammal assemblages in response to climate change, we built individual species distribution models for all medium and large size mammals of the BAF under past (21 kya), current and future projected climatic conditions. We evaluated changes in predicted species distribution, richness and endemism. To understand the evolutionary history of these regions, we also calculated current phylogenetic diversity. We observed high mammal richness in refugia Bahia and São Paulo, and centers of endemism congruent with refugia areas. Phylogenetic diversity revealed different evolutionary histories within each refugium, and that ecological diversity may be preserved even in areas of lower species richness (Pernambuco refugium). Most species contracted its original distribution, and endemicity varied under all future scenarios, being most impacted by a higher increase in mean annual temperature. It was projected that up to 32% of species will lose 95% of their climatic spaces and up to 73% of species will lose half of it by 2100. Our major results highlight the widespread and negative impacts of climate change on mammal distribution. Biodiversity loss due to climate change can be buffered by both reducing deforestation and prompting restoration projects. Yet, we reinforce that the action window to achieve this goal is closing rapidly.