Climate is an important driver of changes in animal population size, but its effect on the underlying demographic rates remains insufficiently understood. This is particularly true for avian long-distance migrants which are exposed to different climatic factors at different phases of their annual cycle. To fill this knowledge gap, we used data collected by a national-wide bird ringing scheme for eight migratory species wintering in sub-Saharan Africa and investigated the impact of climate variability on their breeding productivity and adult survival. While temperature at the breeding grounds could relate to the breeding productivity either positively (higher food availability in warmer springs) or negatively (food scarcity in warmer springs due to trophic mismatch), water availability at the non-breeding should limit the adult survival and the breeding productivity. Consistent with the prediction of the trophic mismatch hypothesis, we found that warmer springs at the breeding grounds were linked with lower breeding productivity, explaining 29% of temporal variance across all species. Higher water availability at the sub-Saharan non-breeding grounds was related to higher adult survival (18% temporal variance explained) but did not carry-over to breeding productivity. Our results show that climate variability at both breeding and non-breeding grounds shapes different demographic rates of long-distance migrants.