Anthropogenic climate change is rapidly becoming one of the main threats to biodiversity, along with other threats triggered by human-driven land-use change. Species are already responding to climate change by shifting their distributions polewards. This shift may create a spatial mismatch between dynamic species distributions and static protected areas (PAs). As protected areas represent one of the main pillars for preserving biodiversity today and in the future, it is important to assess their contribution in sheltering the biodiversity communities, they were designated to protect. A recent development to investigate climate-driven impacts on biological communities is represented by the community temperature index (CTI). CTI provides a measure of the relative temperature average of a community in a specific assemblage. CTI value will be higher for assemblages dominated by warm species compared with those dominated by cold-dwelling species. We here model changes in the CTI of Finnish bird assemblages, as well as changes in species densities, within and outside of PAs during the past four decades in a large boreal landscape under rapid change. We show that CTI has markedly increased over time across Finland, with this change being similar within and outside PAs and five to seven times slower than the temperature increase. Moreover, CTI has been constantly lower within than outside of PAs, and PAs still support communities, which show colder thermal index than those outside of PAs in the 1970s and 1980s. This result can be explained by the higher relative density of northern species within PAs than outside. Overall, our results provide some, albeit inconclusive, evidence that PAs may play a role in supporting the community of northern species. Results also suggest that communities are, however, shifting rapidly, both inside and outside of PAs, highlighting the need for adjusting conservation measures before it is too late.