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Refugia-based conservation strategies offer long-term effectiveness and minimize uncertainty on strategies for climate change adaptation. Here, we use distribution modelling to identify climate change refugia for 617 terrestrial mammals and quantify the role of protected areas in safeguarding these zones across South America. Moist tropical forests located in high-elevation areas with complex topography concentrated the highest local diversity of species refugia, although regionally important refugia centers were also found elsewhere. Andean Amazon forests were revealed as "Anthropocene museums", hosting climate change refugia for more than half the continental species' pool and up to 87 species locally (17×17 km² grid cell). The highland zones of the Southern Atlantic Forest also included megadiverse refugia, safeguarding up to 76 species per cell. Almost half of the species that may find refugia in the Atlantic Forest will do so in a single region - the Serra do Mar and Serra do Espinhaço. Most of the refugia highlighted here, however, are not covered by protected areas, which may shelter less than 6% of the total area of climate change refugia, leaving 129 to 237 species with no refugia inside the territorial limits of protected areas of any kind. Those results reveal a dismal scenario on the level of refugia protection in some of the most biodiverse regions of the world. Nonetheless, because refugia areas tend to be located in high-elevation, topographically complex and remote areas, with lower economic pressure, formally protecting them may require a comparatively modest investment. This article is protected by copyright. All rights reserved.