Abstract Red Lists are widely used as an indicator of the status and trends of biodiversity and are often used in directing conservation efforts. However, it is unclear whether species with a Least Concern status share a common relationship to environmental correlates compared to species that are on the Red List. To assess this, we focus here on the contribution and correlates of land use, climate, and soil to the occurrence of wild bees in the Netherlands. We used observation data and species distribution models to explain the relation between wild bees and the environment. Non‐threatened bees had a relatively higher variable importance of the land use variables to their models, as opposed to the climate variables for the threatened bees. The threatened bees had a smaller extent of occurrence and occupied areas with more extreme climatic conditions. Bees with a Least Concern status showed more positive responses to urban green spaces and Red List species showed a different response to climatic variables, such as temperature and precipitation. Even though Red List bees were found in areas with a higher cover of natural areas, they showed a more selective response to natural land use types. Pastures and crops were the main contributing land use variables and showed almost exclusively a negative correlation with the distribution of all wild bees. This knowledge supports the implementation of appropriate, species‐specific conservation measures, including the preservation of natural areas, and the improvement of land use practices in agricultural and urban areas, which may help mitigate the negative impacts of future global change on species' distributions.