An important step in assessing which species are most at risk of extinction is determining which places are most affected by human activities. Environmental changes caused by harmful human activities are often grouped as climate change, habitat loss, exploitation (e.g., hunting and fishing), pollution, and spread of non-native species. In this study, we examined maps of the intensities of these human-caused environmental changes across the world. We analysed the spatial relationships among the intensities of these environmental changes to identify which were most associated with each other. We found that places exposed to one type of change (e.g., habitat loss) also tend to be exposed to another (e.g., non-native species). These associations were especially common on land and along coastlines. Places with the highest intensities of multiple threats were temperate broad-leaf and mixed forest (e.g., in western and central Europe) and the central Indo-pacific. Places with the lowest intensities of multiple threats were the boreal forest and the South Pacific. On land, climate change was relatively independent – but areas of high climate change (such as deserts and northern habitats such as the tundra and boreal forests) are less likely to have other types of environmental changes. From our analysis emerged the concept of an ‘Anthropogenic Threat Complex’ or ATC that represents a distinctive set of environmental changes. We grouped the entire surface of the world into 11 ATCs that can be used to guide future studies on the interactive effects of different types of environmental changes by identifying the changes which overlap, and where these changes are most intense. Our study also supports the development of research synthesis and joined-up conservation policy among regions of the world exposed to the same types of environmental changes.