Anthropogenic climate change is affecting the environment of all oceans, modifying ocean circulation, temperature, chemistry and productivity. While evidence for changes in physical signals is often distinct, impacts on fishes inhabiting oceanic systems are not easily identified, and therefore, quantification of responses is less common. Correctly attributing changes associated with a changing climate from other drivers is important for the implementation of effective harvest and management strategies and for addressing associated socio-economic impacts, particularly for countries highly dependent on oceanic resources. Data supporting investigation of responses of oceanic species to climate impacts include fisheries catch, fisheries-independent surveys, and conventional and electronic tagging data. However, there are a number of challenges associated with detecting climatic responses with these data, including (i) data collection costs (ii) small sample sizes (iii) limited time series relative to temporal scales at which environmental variability occurs, (iv) changing fisher and fisheries behavior due to non-climate drivers and (v) changes in population dynamics due to natural climate variability and non-climate drivers. We highlight potential biases and suggest strategies that should be considered when using oceanic fish and fisheries data in the evaluation of climate change impacts. Consideration of these factors is important when assessing variability in exploited species and designing management responses to climate or fisheries threats.