The paper presents a conceptual framework on vulnerability to climate change. Vulnerability is a multi-dimensional process and is calculated by identifying the indicators of exposure, sensitivity and adaptive capacity. Among the components of vulnerability, exposure followed by sensitivity has the highest contribution but they cannot be controlled directly as the climatic factors that influence vulnerability like temperature, rainfall and natural disasters were beyond the immediate control of policy makers. The only option to reduce vulnerability is to increase adaptive capacity. Hence, policy makers should make arrangement for increasing adaptive capacity so as to reduce vulnerability.