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Natural selection alters the distribution of phenotypes as animals adjust their behaviour and physiology to environmental change. We have little understanding of the magnitude and direction of environmental filtering of phenotypes, and therefore how species might adapt to future climate, as trait selection under future conditions is challenging to study. Here, we test whether climate stressors drive shifts in the frequency distribution of behavioural and physiological phenotypic traits (17 fish species) at natural analogues of climate change (CO2 vents and warming hotspots) and controlled laboratory analogues (mesocosms and aquaria). We discovered that fish from natural populations (4 out of 6 species) narrowed their phenotypic distribution towards behaviourally bolder individuals as oceans acidify, representing loss of shyer phenotypes. In contrast, ocean warming drove both a loss (2/11 species) and gain (2/11 species) of bolder phenotypes in natural and laboratory conditions. The phenotypic variance within populations was reduced at CO2 vents and warming hotspots compared to control conditions, but this pattern was absent from laboratory systems. Fishes that experienced bolder behaviour generally showed increased densities in the wild. Yet, phenotypic alterations did not affect body condition, as all 17 species generally maintained their physiological homeostasis (measured across 5 different traits). Boldness is a highly heritable trait that is related to both loss (increased mortality risk) and gain (increased growth, reproduction) of fitness. Hence, climate conditions that mediate the relative occurrence of shy and bold phenotypes may reshape the strength of species interactions and consequently alter fish population and community dynamics in a future ocean.