The study addresses the methodology of constructing confidence intervals for climate change health impact projections using multiple general circulation models (GCM). Researchers found that commonly used 95% empirical confidence intervals (eCI) constructed from the 2.5th and 97.5th percentiles of individual model impacts do not provide the expected coverage level for the GCM-ensemble mean. A simulation study demonstrated that the coverage of empirical intervals deviates from the nominal level in both directions, whereas a new aligned interval achieves coverage near 95% across all examined settings. Analytically derived exact coverages under a location-shift model agree with simulation results. In a reanalysis of heat-related mortality projection in London, empirical intervals were consistently wider. The study recommends distinguishing between empirical intervals and confidence intervals for the GCM-ensemble mean.