Addressing climate change and conserving biodiversity are two major globally environmental hotspots. Climate change brings a series of new challenges for biodiversity conversation, while it threatens the spatial pattern of ecological security and sustainable development in the ecologically fragile areas in China. Climate change could lead to species diversity loss, decline of ecosystem service, and damage of regional ecological security zone. Therefore, doing the risk management of biodiversity conservation to adapt to climate change is not only a necessary measure for biodiversity adapting to climate change risks, but also an important way to mitigate climate change. In this paper, we firstly investigated the related technical policies of biodiversity conservation to adapt to climate change issued by developed countries such as the European Union, Australia, and the United States, and the progress of China's biodiversity addressing to climate change, combining with implementation progress of Aichi Biodiversity Targets 10. Secondly, we analyzed the problems of China's biodiversity conservation to adapt to climate change. They included 1) the scientific cognition of biodiversity addressing climate change needed to be improved; 2) insufficient capacity building for biodiversity conservation to adapt to climate change; 3) lack of ecological corridor networks for adaptation to climate change among nature reserves; and 4) lack of technical standards for biodiversity conservation to adapt to climate change. Finally, strategies were put forward to adaptive management of biodiversity addressing climate change. Specifically, the countermeasures included developing the National Programme for China's Biodiversity Conservation to Cope with Climate Change, strengthening capacity building of biodiversity conservation to adapt to climate change, carrying out pilot projects for adaptive management of nature reserves to deal with climate change risks, as well as strengthening the scientific and technological support on biodiversity addressing climate change. These could provide a decision-making basis for promoting biodiversity conservation incorporating risk management of climate change.