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As climate change transforms marine environments globally, species distributions correspondingly shift to locations where conditions have become or remain favourable. The ability to model these distributional shifts has been facilitated by species distribution models (SDMs). However, current SDM approaches have largely ignored climate‐driven changes in species interactions, which ultimately can have an important influence on species distributions. In this study, we utilize a long‐term, large‐scale dataset spanning 48 years and approximately 30 degrees latitude across the Canadian Atlantic shelf. We examine how climate influences the distribution and predation patterns of two invertebrates, northern shrimp Pandalus borealis and snow crab Chionoecetes opilio, aiming to evaluate the impacts of climate change on prey distributions. We found that both invertebrate species have a pronounced predicted response to climate change, with a northern shift in the distribution of northern shrimp and an overall reduction in abundance of both snow crab and shrimp associated with warming temperatures. Including predatory interactions as predictors in the SDMs (either directly via predator densities or via estimated predation rates) improved prediction accuracy for northern shrimp but not for snow crab. This is consistent with the ecology of these two species, as northern shrimp is more vulnerable to predation than snow crab. We found that the projections of future northern shrimp distributions are sensitive to the predicted spatial distribution and abundance of predators, highlighting the inherent complexity of predicting species response to climate change. Collectively, these results contribute to a broader literature that seeks to improve the capabilities of models to predict the effects of species interactions on species distributions under changing ecological conditions. [ABSTRACT FROM AUTHOR]