Aim: Ecological properties governed by threshold relationships can exhibit heightened sensitivity to climate, creating an inherent source of uncertainty when anticipating future change. We investigated the impact of threshold relationships on our ability to project ecological change outside the observational record (e.g., the 21st century), using the challenge of predicting late‐Holocene fire regimes in boreal forest and tundra ecosystems. Location: Boreal forest and tundra ecosystems of Alaska. Time period: 850–2100 CE. Major taxa studied: Not applicable. Methods: We informed a set of published statistical models, designed to predict the 30‐year probability of fire occurrence based on climatological normals, with downscaled global climate model data for 850–1850 CE. To evaluate model performance outside the observational record and the implications of threshold relationships, we compared modelled estimates with mean fire return intervals estimated from 29 published lake‐sediment palaeofire reconstructions. To place our results in the context of future change, we evaluate changes in the location of threshold to burning under 21st‐century climate projections. Results: Model–palaeodata comparisons highlight spatially varying accuracy across boreal forest and tundra regions, with variability strongly related to the summer temperature threshold to burning: sites closer to this threshold exhibited larger prediction errors than sites further away from this threshold. Modifying the modern (i.e., 1950–2009) fire–climate relationship also resulted in significant changes in modelled estimates. Under 21st‐century climate projections, increasing proportions of Alaskan tundra and boreal forest will approach and surpass the temperature threshold to burning, with > 50% exceeding this threshold by > 2 °C by 2070–2099. Main conclusions: Our results highlight a high sensitivity of statistical projections to changing threshold relationships and data uncertainty, implying that projections of future ecosystem change in threshold‐governed ecosystems will be accompanied by notable uncertainty. This work also suggests that ecological responses to climate change will exhibit high spatio‐temporal variability as different regions approach and surpass climatic thresholds over the 21st century.