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ABSTRACT Predicting the effects of climate change on plant and animal populations is an urgent challenge for understanding the fate of biodiversity under global change. At the surface, quantifying how climate drives the vital rates that underlie population dynamics appears simple, yet many decisions are required to connect climate to demographic data. Competing approaches have emerged in the literature with little consensus around best practices. Here we provide a practical guide for how to best link vital rates to climate for the purposes of inference and projection of population dynamics. We first describe the sources of demographic and climate data underlying population models. We then focus on best practices to model the relationships between vital rates and climate, highlighting what we can learn from mechanistic and phenomenological models. Finally, we discuss the challenges of prediction and forecasting in the face of uncertainty about climate‐demographic relationships as well as future climate. We conclude by suggesting ways forward to build this field of research into one that makes robust forecasts of population persistence, with opportunities for synthesis across species.