The recent capture and removal to captivity of the first Nicobar Pigeon in Australia on the basis of biosecurity concerns, provides a compelling opportunity to examine how we manage species that naturally disperse to new territories. With the spectre of increasing climate change there is an increasing recognition of the need for species to expand or shift their ranges as part of natural adaptation. The occurrence of vagrants is a natural phenomenon that may be increasing as a result of climate change and other disturbances, but self-introduced organisms are known world-wide in multiple taxa. Although most vagrants are short-lived and of little lasting ecological consequence, some represent the forerunners of climate adaptation—individuals best placed to found new populations beyond their previous range. In contrast to invasive species for which policies and legislative instruments are commonplace (including watch lists of the world's worst invaders), policy makers have failed to consider the inherent dynamism of distributional ranges and the important role of vagrants as first responders to environmental change. The application of ad-hoc policies considering individual vagrants as a biosecurity risk is ill-informed, ecologically indefensible, and potentially counter-productive. We articulate the need for a new framework to consider vagrants as climate refugees and challenge conservation managers and on-ground practitioners to take active roles in determining how they are both viewed and managed.