Coffee is deemed to be a high-risk crop in light of upcoming climate changes. Agroforestry practices have been proposed as a nature-based strategy for coffee farmers to mitigate and adapt to future climates. However, with agroforestry systems comes shade, a highly contentious factor for coffee production in terms of potential yield reduction, as well as additional management needs and interactions between shade trees and pest and disease. In this review, we summarize recent research relating to the effects of shade on (i) farmers' use and perceptions, (ii) the coffee microenvironment, (iii) pest and disease incidence, (iv) carbon assimilation and phenology of coffee plants, (v) coffee quality attributes (evaluated by coffee bean size, biochemical compounds, and cup quality tests), (vi) breeding of new Arabica coffee F1 hybrids and Robusta clones for future agroforestry systems, and (vii) coffee production under climate change. Through this work, we begin to decipher whether shaded systems are a feasible strategy to improve the coffee crop sustainability in anticipation of challenging climate conditions. Further research is proposed for developing new coffee varieties adapted to agroforestry systems (exhibiting traits suitable for climate stressors), refining extension tools by selecting locally-adapted shade trees species and developing policy and economic incentives enabling the adoption of sustainable agroforestry practices.