In many ways, known and unknown, climate change will affect species' distributions, life cycles, phenologies, and ultimately survival. Lepidoptera are among the organisms that have been shown to be strongly impacted by climate change, and their conservation presents challenges that are both unique and unprecedented. Various studies have sought to determine what ecological and life traits of Lepidoptera influence species' responses to climate change, and here I review the few studies that evaluate such responses over a long period of time for a large number of species for common associations. Species with wider geographic distribution and less habitat specificity are generally considered less vulnerable to climate change, while those with opposite traits are deemed more vulnerable. The latter are more likely to change their phenology in response to climate change. Larval diet breadth and composition, overwintering stage, and adult activity period appear to be consistent predictors of changes in flight phenology. The knowledge of these traits for species of concern allows us to assess the implications of the possible phenological changes, and decide what can be done about those changes. Determining how phenological changes may affect current management or conservation practices and defining actions and priorities can be crucial for the success of a conservation plan.