Climate change impact assessments often apply models of individual sectors such as agriculture, forestry and water use without considering interactions between these sectors. This is likely to lead to misrepresentation of impacts, and consequently to poor decisions about climate adaptation. However, no published research assesses the differences between impacts simulated by single-sector and integrated models. Here we compare 14 indicators derived from a set of impact models run within single-sector and integrated frameworks across a range of climate and socio-economic scenarios in Europe. We show that single-sector studies misrepresent the spatial pattern, direction and magnitude of most impacts because they omit the complex interdependencies within human and environmental systems. The discrepancies are particularly pronounced for indicators such as food production and water exploitation, which are highly influenced by other sectors through changes in demand, land suitability and resource competition. Furthermore, the discrepancies are greater under different socio-economic scenarios than different climate scenarios, and at the sub-regional rather than Europe-wide scale.