A multitude of studies confirm that species have changed their distribution ranges towards higher elevations and towards the poles, as has been predicted by climate change forecasts. However, there is large interspecific variation in the velocity of range shifts. From a conservation perspective, it is important to understand which factors explain variation in the speed and the extent of range shifts, as these might be related to the species’ extinction risk. Here, we study shifts in the mean latitude of occurrence, as weighted by population density, in different groups of landbirds using 40 years of line transect data from Finland. Our results show that the velocity of such density shifts differed among migration strategies and increased with decreasing body size of species, while breeding habitat had no influence. The slower velocity of large species could be related to their longer generation time and lower per capita reproduction that can decrease the dispersal ability compared to smaller species. In contrast to some earlier studies of range margin shifts, resident birds and partial migrants showed faster range shifts, while fully migratory species were moving more slowly. The results suggest that migratory species, especially long-distance migrants, which often show decreasing population trends, might also have problems in adjusting their distribution ranges to keep pace with global warming.