Climate change leads to changes in cloud‐radiative heating, which previous work showed have a substantial impact on the response of the atmospheric circulation to climate change. We here compare to what extent this cloud‐radiative impact in models can be diagnosed by the locking method and the Cookie method. We show that the locking method reliably diagnoses the cloud‐radiative impact. In contrast, the Cookie method, which is easier to use and valuable for studying how the presence of clouds affects the present‐day circulation, is inadequate in the context of climate change. It misdiagnoses the cloud‐radiative impact and misses robust aspects of it, including the poleward circulation expansion. We argue that this is related to strong changes in the control climate and water vapor that arise from making clouds transparent to radiation. Our results highlight the need for dedicated locking simulations in the context of climate change.