Species are thought to have more restricted niches towards their range boundaries, although this has rarely been quantified systematically. We analysed transect data for 41 butterfly species along climatic gradients within Britain and show that 71% of species have broader niches at sites with milder winters. Shifts in habitat associations are considerable across most species’ ranges; averaged across all 41 species, we estimate that if 26% of individuals were associated with the favoured habitat on the species’ warmest transect, then 70% of individuals would be confined to this habitat on the species’ coldest transect. Species with more southerly distributions in Britain showed the greatest changes in their habitat associations. We conclude that geographic variation in realized niche breadth is common and relatively large, especially near range boundaries, and should be taken into account in conserving species under changing climates.