Unravelling the environmental factors driving species distribution and abundance is crucial in ecology and conservation. Both climatic and land cover factors are often used to describe species distribution/abundance, but their interrelations have been scarcely investigated. Climatic factors may indeed affect species both directly and indirectly, e.g., by influencing vegetation structure and composition. We aimed to disentangle the direct and indirect effects (via vegetation) of local temperature on bird abundance across a wide elevational gradient in the European Alps, ranging from montane forests to high-elevation open areas. In year 2018, we surveyed birds by using point counts and collected fine-scale land cover and temperature data from 109 sampling points. We used structural equation modelling to estimate direct and indirect effects of local climate on bird abundance. We obtained a sufficient sample for 15 species, characterized by a broad variety of ecological requirements. For all species we found a significant indirect effect of local temperatures via vegetation on bird abundance. Direct effects of temperature were less common and were observed in seven woodland/shrubland species, including only mountain generalists; in these cases, local temperatures showed a positive effect, suggesting that on average our study area is likely colder than the thermal optimum of those species. The generalized occurrence of indirect temperature effects within our species set demonstrates the importance of considering both climate and land cover changes to obtain more reliable predictions of future species distribution/abundance. In fact, many species may be largely tracking suitable habitat rather than thermal niches, especially among homeotherm organisms like birds.