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Climate change is a fundamental aspect of the Anthropocene. Climate assessments are frequently undertaken to evaluate climate change impacts, vulnerability, and adaptive capacity. Assessments are complex endeavors with numerous challenges. Five aspects of a climate assessment that can be particularly challenging are highlighted: choice of assessment strategy, incorporation of spatial linkages and interactions, the constraints of climate observations, interpretation of a climate projection ensemble, uncertainty associated with weather/climate dependency models, and consideration of landscape–climate influences. In addition, a climate assessment strategy that incorporates both traditional “top-down” and “bottom-up” methods is proposed for assessments of adaptation options at the local/regional scale. Uncertainties associated with climate observations and projections and with weather/climate dependency (i.e., response) models are incorporated into the assessment through the “top-down” component, and stakeholder knowledge and experience are included through the “bottom-up” component. Considerable further research is required to improve assessment strategies and the usefulness and usability of assessment findings. In particular, new methods are needed which better incorporate spatial linkages and interactions, yet maintain the fine grain detail needed for decision making at the local and regional scales. Also, new methods are needed which go beyond sensitivity analyses of the relative contribution of land use and land cover changes on local/regional climate to more explicitly consider landscape–climate interactions in the context of uncertain future climates. Assessment teams must clearly communicate the choices made when designing an assessment and recognize the implications of these choices on the interpretation and application of the assessment findings.