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Vulnerability to climate change impacts is defined by three dimensions of human–environmental systems, such as exposure, sensitivity, and adaptive capacity. Climate change affects various aspects of human–environmental interactions, such as water stress, food security, human health, and well-being at multiple spatial and temporal scales. However, the existing protocols of vulnerability assessment fail to incorporate the multitude of scales associated with climate change processes. Changing trends in the Aral Sea basin are driven by multiple interconnected factors, such as changes in the global atmospheric circulation associated with the GHG-enhanced warming, regional hydrological and hydrometeorological changes caused by mountain-glacial melting and massive irrigation, land-use and land-cover changes, as well as hydrological, biogeochemical, and meso- and microclimatic changes in the remains of the Aral Sea and its exposed dry bottom. This review examines the role of scale in the assessment human vulnerability to climate change and offers a multi-scale approach to vulnerability assessment. In addition to the global climate change impacts, it takes into account regional and local land-use and land-cover changes, social, cultural, political, and institutional factors.