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Machine‐assisted big data (MABD) research is enabling quantitative studies of large‐scale social phenomena, including societal responses to climate change. The rise of MABD science is causing both enthusiasm and concerns. Reviewing prominent criticisms of MABD and their relevance for MABD explorations of macro‐structural factors shaping media coverage of climate change, this article finds that the quality and contributions of such studies depend on avoiding common pitfalls. The review focuses specifically on MABD studies' attempts to identify and make sense of correlations—or lack thereof—between climate vulnerability and climate coverage in different countries. The review draws on insights from a single, nationally focused, context‐attentive, and relatively more qualitative “small data” study in the Global South (Brazil) to shed critical light on assumptions, claims, and policy recommendations made …