There is robust evidence that climate change will modify the frequency and intensity of extreme climatic events. The consequences for terrestrial biota may be dramatic, but are yet to be elucidated. The well-established IUCN Red List does not, for example, include any explicit quantification of the current level of exposure to extreme climatic events in any species-based risk assessment. Using globally distributed data for cyclones and droughts as well as information on the distribution of 5,760 terrestrial mammals (species and subspecies) we: (1) define mammals with significant exposure as those with an overlap of at least 25% of their extant geographic range with areas that have been impacted by either cyclones or droughts; and (2) pinpoint those with ≥75% overlap as being at the highest exposure. Although a species’ risk of negative impacts from extreme climatic events depends not only on its exposure but also its intrinsic sensitivity and adaptive capacity, identifying taxa currently exposed can help to (1) reduce the uncertainty in identifying species least likely to be resilient to future impacts, and (2) complement extinction risk assessments and provide a more informed evaluation of current conservation status, to better guide management.