What kind of environment may exist on terrestrial planets around other stars? In spite of the lack of direct observations, it may not be premature to speculate on exoplanetary climates, for instance, to optimize future telescopic observations or to assess the probability of habitable worlds. To begin with, climate primarily depends on (i) the atmospheric composition and the volatile inventory; (ii) the incident stellar flux; and (iii) the tidal evolution of the planetary spin, which can notably lock a planet with a permanent night side. The atmospheric composition and mass depends on complex processes, which are difficult to model: origins of volatiles, atmospheric escape, geochemistry, photochemistry, etc. We discuss physical constraints, which can help us to speculate on the possible type of atmosphere, depending on the planet size, its final distance for its star and the star type. Assuming that the atmosphere is known, the possible climates can be explored using global climate models analogous to the ones developed to simulate the Earth as well as the other telluric atmospheres in the solar system. Our experience with Mars, Titan and Venus suggests that realistic climate simulators can be developed by combining components, such as a 'dynamical core', a radiative transfer solver, a parametrization of subgridscale turbulence and convection, a thermal ground model and a volatile phase change code. On this basis, we can aspire to build reliable climate predictors for exoplanets. However, whatever the accuracy of the models, predicting the actual climate regime on a specific planet will remain challenging because climate systems are affected by strong positive feedbacks. They can drive planets with very similar forcing and volatile inventory to completely different states. For instance, the coupling among temperature, volatile phase changes and radiative properties results in instabilities, such as runaway glaciations and runaway greenhouse effect. © 2014 The Author(s) Published by the Royal Society.