The ability to identify and understand the extent of vulnerability to climate change is an essential pre-requisite for reducing climate change impacts. This is because a reasonable starting point for any climate adaptation process is to assess the vulnerability of the target community or stakeholders. Consequently, the study assesses the spatial patterns of vulnerability to climate change in Nigeria in order to provide empirical evidence necessary for climate change adaptation policies and strategies in the country. The data for the research were obtained from Annual Abstract of Statistics 2009, General Household Survey 2006 and the Nigerian Core Welfare Indicator Questionnaire Survey (CWIQ) 2006. An integrated assessment approach was employed to analyse vulnerability of rural households’ data comprising socio-economic and biophysical indicators aggregated at state levels. The results show that rural households in the northern states are more vulnerable because of greater exposure to climate induced environmental hazards and low adaptive capacity which results from poor local economies, inadequate healthcare and education systems and poor infrastructure. Based on the results of the assessment, measures to prioritise and target the vulnerable states for appropriate climate change adaptation within the context of sustainable rural development were suggested.