Climate change and artificial introduction are changing the distribution pattern of species in the world. Building a distribution model for key species in the ecosystem is helpful to understand the distribution and change rules of species in the context of global climate change and predict their potential impacts on the ecosystem. Cyanopica cyanus (Azure-winged Magpie) is an important insectivorous bird, which is of great significance in controlling insect pests and maintaining the stability of the forest ecosystem. Due to artificial introduction and other reasons, Cyanopica cyanus has established several self-sustaining populations outside its natural distribution. Based on the theory of climate niche, this study uses the maximum entropy model to build three models, including natural distribution model, introduction model, and comprehensive distribution model, to simulate the potential suitable areas of Cyanopica cyanus in the current period, 2050s and 2070s, and to analyze the distribution pattern and change trend of Cyanopica cyanus. The results showed that:(1) at present, the suitable areas of natural distribution population were mainly distributed in North China, Central China and East China, while the suitable areas of the introduced population were mainly distributed in South China and Southwest China. (2) Under the background of future climate change, the results of each model show that Cyanopica cyanus has a significant expansion trend. The natural distribution population mainly spreads to high latitude and high altitude areas. Up to 2070s, the centroid of suitable areas moves 229.16 km to 25° north by east, while the introduced population expands slowly. Up to 2070s, the centroid only moves 67.69 km to 46° north by east. (3) From the perspective of fitness value, the high fitness areas in the natural distribution model have increased largely in Hebei, Shandong, Henan, Anhui, Jiangsu, and Hubei, which indicates that the natural distribution population not only has obvious expansion at the boundary of the suitable areas, but also the population density may increase due to the increase of fitness value, while the introduced population is likely to expand and colonize in coastal areas such as Guangxi, Guangdong, Hainan, and Taiwan. (4) In a word, the environmental variables that have a greater impact on the distribution of Cyanopica cyanus are annual precipitation, mean temperature of the coldest quarter, and temperature seasonality, indicating that Cyanopica cyanus prefers warm and wet eastern monsoon region. To sum up, artificial introduction has led to the colonization of Cyanopica cyanus in South China and Southwest China, and the warming and humidifying trend of climate will promote the species to further expand to high latitude and high altitude areas. The expansion of Cyanopica cyanus population is of positive significance for controlling forest pests such as Dendrolimus, but its strong adaptability and competitiveness may also affect some insectivorous birds.