Many people are now familiar with the idea that climate change can cause extinction. Here, I show how climate change may also lead to the origin of new species. I explore two major aspects of how climate influences speciation. First, variation in climatic conditions over space and time can be a direct driver of speciation, via two mechanisms. Climate may drive allopatric speciation when a geographic barrier that consists of suboptimal climatic conditions for a species divides the species range and climatic niche conservatism of the species limits its adaptation to the climatic conditions, preventing gene flow between the two incipient sister species (speciation via climatic niche conservatism). Climate may also drive gradient speciation by imposing divergent selection across a strong climatic gradient. The subsequent climatic niche divergence may then lead to restricted gene flow and reproductive isolation between two incipient sister species that inhabit different climatic conditions (speciation via climatic niche divergence). The second aspect that I explore is how the level of elevational climatic stratification may affect the range of climatic conditions that a species can tolerate, potentially leading to more limited dispersal of the species between different climatic conditions at different elevations and thus promoting speciation. In my dissertation, I examine these two aspects of climate and speciation from both theoretical and empirical perspectives. Specifically, I develop the first mathematical models to examine: (1) the relative plausibility of speciation via climatic niche conservatism and speciation via climatic niche divergence; (2) the conditions under which climatic stratification affects the evolution of a species' climatic niche breadth. I also conduct an empirical study on latitudinal variation in speciation mechanisms in anurans globally. There is a strong latitudinal gradient in climatic stratification, with greater climatic zonation in the tropics. I examine whether this latitudinal variation in climatic stratification leads to latitudinal variation in species' climatic niche breadths and therefore a latitudinal gradient in the relative plausibility of speciation via climatic niche conservatism versus climatic niche divergence.