Current climate change is disrupting biotic interactions and eroding biodiversity worldwide. However, species sensitive to drought, high temperatures and climate variability might persist in microclimatic refuges, such as leaf shelters built by arthropods. We conducted a distributed experiment across an 11,790 km latitudinal gradient to explore how the importance of leaf shelters for terrestrial arthropods changes with latitude, elevation and underlying climate. Our analyses revealed leaf shelters to be key facilitative elements for the diversity of arthropods. Predator diversity and overall biomass within shelters increased with local drought and temperature variability, regardless of latitude and elevation. In contrast, shelter usage by herbivores increased with abundance of predators on those same plants and in wetter climates. Projected increase in climatic variability and drought in certain geographic regions is therefore likely to enhance the importance of biotic refuges, especially for predators, in mitigating the impact of climate change on species persistence.