Climate change can often lead to severe but complicated effects on ecosystems. Previous studies of the effects of climate change on ecosystems have often focused on single species, thereby neglecting species interactions and underlying mechanisms. To comprehensively understand how climate change influences ecosystems, interactions among multiple species should be considered. Here we provide an example of why species interactions are important for understanding and predicting the effects of climate change on a forest pest species, the spongy moth (Lymantria dispar). The transmission and survival of the spongy moth specialist fungal pathogen Entomophaga maimaiga have been proved to be strongly affected by weather conditions. By combining a mechanistic disease model with a climate change model, we show that in most locations over the spongy moth habitat in North America, climate change will lead to increased temperature and decreased relative humidity, thereby suppressing the fungal infection in the future. The insect population density is likely to increase in the future, causing a higher level of defoliation. We further extend the model to allow for a viral pathogen and generalist predators, as well as long-term dynamics of the insect host and its both pathogens. Additional parameters on fungus-virus competition and fungus survival are estimated by fitting the long-term fungus-virus models to defoliation data in New England. By projecting the effects of climate change on insect outbreak patterns, we show that hotter and drier weather in the future is likely to cause more frequent spongy moth outbreaks, with moderately larger outbreak amplitudes, when the fungal and viral pathogen interact with each other. Generalist predators tend to strengthen the effects of climate change on spongy moth outbreaks, probably because of their ability to suppress the insect density together with the pathogens. Our results indicate that spongy moth outbreaks are likely to be more severe in the future because the fungal pathogen is not favored by climate change, emphasizing the necessity of considering species interactions to understand effects of climate change, while providing insights into forest protection and pest management.