Protected Areas (PAs) form a core component of efforts to conserve biodiversity, but are designated for a variety of reasons. We assessed the effectiveness of PAs in covering the ranges of 157 globally threatened terrestrial bird species in mainland Africa and Madagascar. To reduce commission errors, rather than using Extent of Occurrence (EOO) as a measure of distribution, we estimated the Extent of potentially Suitable Habitat (ESH) for each species within its EOO, using data on habitat preferences and land cover. On average, 14% of species' ESH fell within PAs, with negligible coverage of Critically Endangered species. By contrast, an average of 30% of species' ESH fell within Important Bird Areas (IBAs), a network of sites identified using globally standardized criteria as critical for bird conservation. IBAs that overlapped or fell within PAs were significantly less effective at covering the ESH of threatened birds than those falling outside the PA network, and for IBAs partly overlapping with PAs, coverage of threatened birds was significantly greater in the unprotected part. Expansion of the PA (and IBA) networks in parts of Madagascar, the Albertine Rift, Cameroon Highlands, Eastern Arc and eastern Kenya would benefit globally threatened bird species conservation.