Patterns of adaptation in response to environmental variation are central to our understanding of biodiversity, but predictions of how and when broad-scale environmental conditions such as climate affect organismal form and function remain incomplete. Succulent plants have evolved in response to arid conditions repeatedly, with various plant organs such as leaves, stems, and roots physically modified to increase water storage. Here we investigate the role played by climate conditions in shaping the evolution of succulent forms in a plant clade endemic to Madagascar and the surrounding islands, part of the hyper-diverse genus Euphorbia (Euphorbiaceae). We used multivariate ordination of 19 climate variables to identify links between particular climate variables and three major forms of succulence – succulent leaves, cactiform stem succulence, and tubers. We then tested the relationship between climatic conditions and succulence, using comparative methods that account for shared evolutionary history. We confirm that plant water storage is associated with the two components of aridity, temperature and precipitation. Cactiform stem succulence, however, is not prevalent in the driest environments, countering the widely held view of cactiforms as desert icons. Instead, leaf succulence and tubers are significantly associated with the lowest levels of precipitation. Our findings provide a clear link between broad-scale climatic conditions and adaptation in land plants, and new insights into the climatic conditions favoring different forms of succulence. This evidence for adaptation to climate raises concern over the evolutionary future of succulent plants as they, along with other organisms, face anthropogenic climate change.