Extinction risk is not randomly distributed among species but depends on species traits, their relationship to climate and land use, and corresponding threats by global change. While knowledge of which factors influence extinction risk is increasingly available for some taxonomic groups, this is still largely lacking for bryophytes. Here, we used random forest models to study which biological and ecological traits and bioclimatic variables are important predictors for extinction risk in European bryophytes. We hypothesized that species with a high extinction risk have a short life span, low dispersal capacities, and are more likely specialists than generalists in terms of ecological traits and bioclimate. Overall, we found bioclimatic variables to be the most important predictors for extinction risk, most notably precipitation seasonality, and related ecological traits such as continentality and elevational range. Important biological traits were plant size, life strategy and sporophyte production. In general, species living at climatic extremes and/or those with a narrow environmental range are more likely to be threatened. In addition, small-sized species and/or species with low reproductive effort and/or larger spore size are more likely to be threatened. Our findings imply that climate change may become an important driver of bryophytes extinction risk and that biological and ecological traits will be most relevant for species in coping with future threats.