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There is an urgent need for more ecologically realistic models for better predicting the effects of climate change on species’ potential geographic distributions. Here we build ecological niche models usingMAXENTand test whether selecting predictor variables based on biological knowledge and selecting ecologically realistic response curves can improve cross‐time distributional predictions. We also evaluate how the method chosen for extrapolation into nonanalog conditions affects the prediction. We do so by estimating the potential distribution of a montane shrew (Mammalia, Soricidae,Cryptotis mexicanus) at present and the Last Glacial Maximum (LGM). Because it is tightly associated with cloud forests (with climatically determined upper and lower limits) whose distributional shifts are well characterized, this species provides clear expectations of plausible vs. implausible results. Response curves for theMAXENTmodel made using variables selected via biological justification were ecologically more realistic compared with those of the model made using many potential predictors. This strategy also led to much more plausible geographic predictions for upper and lower elevational limits of the species both for the present and during theLGM. By inspecting the modeled response curves, we also determined the most appropriate way to extrapolate into nonanalog environments, a previously overlooked factor in studies involving model transfer. This study provides intuitive context for recommendations that should promote more realistic ecological niche models for transfer across space and time.