Models used for climate change impact projections are typically not tested for simulation beyond current climate conditions. Since we have no data truly reflecting future conditions, a key challenge in this respect is to rigorously test models using proxies of future conditions. This paper presents a validation framework and guiding principles applicable across earth science disciplines for testing the capability of models to project future climate change and its impacts. Model test schemes comprising split-sample tests, differential split-sample tests and proxy site tests are discussed in relation to their application for projections by use of single models, ensemble modelling and space-time-substitution and in relation to use of different data from historical time series, paleo data and controlled experiments. We recommend that differential-split sample tests should be performed with best available proxy data in order to build further confidence in model projections.