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Aim To investigate whether the frequently advocated climate‐matching species distribution modeling approach could predict the well‐characterized colonization of Florida by the Madagascar giant day gecko Phelsuma grandis. Location Madagascar and Florida, USA. Methods To determine the climatic conditions associated with the native range of P. grandis, we used native‐range presence‐only records and Bioclim climatic data to build a Maxent species distribution model and projected the climatic thresholds of the native range onto Florida. We then built an analogous model using Florida presence‐only data and projected it onto Madagascar. We constructed a third model using native‐range presences for both P. grandis and the closely related parapatric species P. kochi. Results Despite performing well within the native range, our Madagascar Bioclim model failed to identify suitable climatic habitat currently occupied by P. grandis in Florida. The model constructed using Florida presences also failed to reflect the distribution in Madagascar by overpredicting distribution, especially in western areas occupied by P. kochi. The model built using the combined P. kochi/P. grandis dataset modestly improved the prediction of the range of P. grandis in Florida, thereby implying competitive exclusion of P. grandis by P. kochi from habitat within the former's fundamental niche. These findings thus suggest ecological release of P. grandis in Florida. However, because ecological release cannot fully explain the divergent occupied niches of P. grandis in Madagascar versus Florida, our findings also demonstrate some degree of in situ adaptation in Florida. Main conclusions Our models suggest that the discrepancy between the predicted and observed range of P. grandis in Florida is attributable to either in situ adaptation by P. grandis within Florida, or a combination of such in situ adaptation and competition with P. kochi in Madagascar. Our study demonstrates that climate‐matching species distribution models can severely underpredict the establishment risk posed by non‐native herpetofauna., Climate‐matching species distribution models (SDMs) are frequently used to predict biotic invasions. Our manuscript details how both release from native‐range competitors and in situ adaptation within the non‐native range have enabled the day gecko Phelsuma grandis to flourish in Florida under bioclimatic conditions classified as highly unsuitable by an otherwise‐well‐performing climate‐matching SDM. By identifying the large discrepancy between the predicted and observed range of P. grandis in Florida, our study highlights the shortcomings of climate‐matching SDMs as conservation management tools, while also providing valuable empirical evidence of the ecological and evolutionary processes underpinning this discrepancy.