Climate change is pushing species towards and potentially beyond their critical thermal limits. The extent to which species can cope with temperatures exceeding their critical thermal limits is still uncertain. To better assess species' responses to warming, we compute the warming tolerance (ΔTniche) as a thermal vulnerability index, using species' upper thermal limits (the temperature at the warm limit of their distribution range) minus the local habitat temperature actually experienced at a given location. This metric is useful to predict how much more warming species can tolerate before negative impacts are expected to occur. Here we set up a cross-continental transplant experiment involving five regions distributed along a latitudinal gradient across Europe (43° N–61° N). Transplant sites were located in dense and open forests stands, and at forest edges and in interiors. We estimated the warming tolerance for 12 understory plant species common in European temperate forests. During 3 years, we examined the effects of the warming tolerance of each species across all transplanted locations on local plant performance, in terms of survival, height, ground cover, flowering probabilities and flower number. We found that the warming tolerance (ΔTniche) of the 12 studied understory species was significantly different across Europe and varied by up to 8°C. In general, ΔTniche were smaller (less positive) towards the forest edge and in open stands. Plant performance (growth and reproduction) increased with increasing ΔTniche across all 12 species. Our study demonstrated that ΔTniche of understory plant species varied with macroclimatic differences among regions across Europe, as well as in response to forest microclimates, albeit to a lesser extent. Our findings support the hypothesis that plant performance across species decreases in terms of growth and reproduction as local temperature conditions reach or exceed the warm limit of the focal species.