Climate variables are commonly used to predict suitability for species occurrence, but local processes, such as landscape changes, may affect habitat suitability. We identified levels of exposure to deforestation of suitable climatic areas for eight bat species in the Brazilian Cerrado and explored how sensitivity to land-use changes could reduce their persistence. We created scenarios of sensitivity to land-use changes using theoretical species persistence thresholds to natural vegetation loss in landscapes (70%, 50% and 30% of loss). We also assessed sensitivity to land-use changes using empirical data. Species are under higher exposure to land-use changes in the southern Cerrado, a region more affected by humans due to its proximity to major urban areas. Changes in land use in the Cerrado mostly affect Myotis nigricans, Artibeus cinereus and Platyrrhinus lineatus. Empirically derived scenarios encountered significant thresholds at 50% of natural vegetation loss in landscapes for Artibeus lituratus and P. lineatus. Deforestation has already affected a half of the Cerrado area, but in terms of possibly vulnerable suitable areas, a larger proportion has been lost, amounting to up to 80% of the suitable area. We propose that information on species-specific sensitivity thresholds to habitat loss and on the exposure of suitable landscapes to land-use changes can be useful to assessing species vulnerability.