Deep water formation (DWF) in the North Western Mediterranean (NWMed) is a key feature of Mediterranean overturning circulation. Changes in DWF under global warming may have an impact on the regional and even on the global climate. Here we analyze the deep convection in the Gulf of Lions (GoL) in a changing climate using an atmosphere-ocean regional coupled model with a high horizontal resolution enough to represent DWF. We find that under the RCP8.5 scenario the NWMed DWF collapses by 2040-2050, leading to almost a 90% shoaling in the winter mixed layer depth by the end of the century. The collapse is mainly related to changes in sea water temperature and salinity of Modified Atlantic Water (MAW) and Levantine Intermediate Water (LIW) that strengthen the vertical stratification in the GoL. The stratification changes also alter the Mediterranean overturning circulation and the water, heat and salinity exchange with the Atlantic.