Climate change has become one of the most critical threats to global biodiversity. However, whether phylogenetically related species respond to climate change in similar ways remains controversial. The answer to this question is crucial for understanding the impacts of climate change and the conservation on the tree of life. By integrating species distribution models with a molecular phylogeny of 50 threatened plant species from one of the global biodiversity hotspots, Gongga Mountains (Mt. Gongga) in southwest China, we evaluated the responses of threatened plant species to future climate change, and estimated whether species responses are phylogenetically conserved. Phylogenetic reconstruction was used to calculate the phylogenetic distance and null model to verify the reliability of the results. We found that correlations between responses of different species to future climate change decreased with the increase in their phylogenetic distance in the monocotyledonous or herbaceous species, but not in the dicotyledonous and woody species. Our results suggested that the responses of herbaceous and monocotyledonous threatened species in Mt. Gongga to future climate change tend to be phylogenetically conserved, while the responses of woody and dicotyledonous threatened species are not. Our study provides evidence for the existence of phylogenetically non-random extinction in the monocotyledonous herbs in Mt. Gongga and highlights the importance of integrating phylogenetic information and evolutionary history into conservation planning. We also provide theoretical basis and technical support for designing effective conservation schemes for the protection of biodiversity under anthropogenic climate change.