The Mediterranean region is one of the 36 hotspots of the world that will be most affected by climate change, with river ecosystems being among the most sensitive to these effects. Therefore, it is necessary to understand and monitor the effects that are occurring through the use of aquatic macroinvertebrates as bioindicators of climate change. To study the use of macroinvertebrates as bioindicators, a systematic literature review was conducted using the PRISMA method. The obtained bibliography was analyzed alongside other known studies to determine the response of these organisms to temperature increases and decreases and alterations in precipitation, as well as their reaction to extreme drought and flood events. The results show that different taxa of macroinvertebrates respond differently to the effects of climate change, always leading to a community alteration with changes in the abundance, richness, phenology, and composition. Therefore, aquatic macroinvertebrates are good bioindicators of the changes caused by climate change, as they respond clearly to the alterations induced by climate change.