Palaeoclimatic data document a sensitive climate system subject to large and perhaps difficult-to-predict abrupt changes. These data suggest that neither the sensitivity nor the variability of the climate are fully captured in some climate-change projections, such as the Intergovernmental Panel on Climate Change (IPCC) Summary for Policymakers. Because larger, faster and less-expected climate changes can cause more problems for economies and ecosystems, the palaeoclimatic data suggest the hypothesis that the future may be more challenging than anticipated in ongoing policy making. Large changes have occurred repeatedly with little net forcing. Increasing carbon dioxide concentration appears to have globalized deglacial warming, with climate sensitivity near the upper end of values from general circulation models (GCMs) used to project human-enhanced greenhouse warming; data from the warm Cretaceous period suggest a similarly high climate sensitivity to CO(2). Abrupt climate changes of the most recent glacial-interglacial cycle occurred during warm as well as cold times, linked especially to changing North Atlantic freshwater fluxes. GCMs typically project greenhouse-gas-induced North Atlantic freshening and circulation changes with notable but not extreme consequences; however, such models often underestimate the magnitude, speed or extent of past changes. Targeted research to assess model uncertainties would help to test these hypotheses.