Purpose This study examines the impact of climate change vulnerability, fintech and investor sentiment on bank performance in the MENA region. Design/methodology/approach The two-step Generalized Method of Moments (GMM) estimator was employed to investigate 166 listed banks in the Middle East and North Africa (MENA) region, covering the last decade. Findings The study revealed mixed findings about climate change vulnerability. The study identified that factors such as capacity, habitat, infrastructure, sensitivity and vulnerability had a beneficial impact on the banks' buy and hold stock returns in the MENA area. Nevertheless, it was demonstrated that exposure, ecosystems, food, health, and vulnerability had an inverse impact on these returns. Remarkably, the fintech index negatively affects the long-term stock performance of banks in the MENA region. Research limitations/implications Policymakers should focus on enhancing infrastructure and boosting banks’ capacity to manage and adapt to climate-related risks. Originality/value The novelty of this study is that it explored the impacts of climate change vulnerability, fintech and investor sentiment on banks’ buy-and-hold stock returns in the MENA region. Notably, this research employs a unique model that has not been previously examined.