Climate change has an impact on degradation risks in historical buildings. Most studies are based on climate data alone, even though there is no linear relation between climate variables and the building envelope’s response. Therefore, we studied the impact of climate change on the risk for freeze-thaw damage at 10 locations across Europe and the Mediterranean, including a high number of parameter variations. We performed 34560 hygrothermal simulations. The climate change impact is not uniform over the domain. For some locations and parameter combinations, the risk decreases or remains constant, whether for others there is an increase. The impact of climate change is highly sensitive to the specific combination of parameter variations, highlighting the necessity of a response-based analysis.