On-going climate change has major impacts on ecological processes and patterns. Understanding the impacts of climate on the geographical patterns of survival can provide insights to how population dynamics respond to climate change and provide important information for the development of appropriate conservation strategies at regional scales. It is challenging to understand the impacts of climate on survival, however, due to the fact that the non-linear relationship between survival and climate can be modified by density-dependent processes. In this study we extended the Brownie model to partition hunting and non-hunting mortalities and linked non-hunting survival to covariates. We applied this model to four decades (1972–2014) of waterfowl band-recovery, breeding population survey, and precipitation and temperature data covering multiple ecological regions to examine the non-linear, interactive effects of population density and climate on waterfowl non-hunting survival at a regional scale. Our results showed that the non-linear effect of temperature on waterfowl non-hunting survival was modified by breeding population density. The concave relationship between non-hunting survival and temperature suggested that the effects of warming on waterfowl survival might be multifaceted. Furthermore, the relationship between non-hunting survival and temperature was stronger when population density was higher, suggesting that high-density populations may be less buffered against warming than low-density populations. Our study revealed distinct relationships between waterfowl non-hunting survival and climate across and within ecological regions, highlighting the importance of considering different conservation strategies according to region-specific population and climate conditions. Our findings and associated novel modelling approach have wide implications in conservation practice.