The evaluation of the potential for newly arrived species to survive and the determination whether a founder population can become established and subsequently spread and cause negative impacts are crucial considerations when performing a pest risk assessment in plant health. Climate change has clear consequences concerning the potential range of pests, and their potential for spread and impacts. Despite its importance, no guidance exists to support the evaluation of whether and how climate change should be incorporated into pest risk assessment. This paper reviews how climate change has been considered so far, not only in the area of pest risk assessment but also in other domains and provides guidance on how its incorporation could affect the overall assessment. Furthermore, from this analysis, some possible solutions for incorporating climate change into pest risk assessment are provided, taking into account that its outcomes have profound political, economic, social and environmental implications.