Climate impact assessment requires a clear picture of two intimately interrelated processes: socio-economic change and climate change. To date, future change in socio-economic systems has been mostly ignored in the analysis of climate change impacts. More inclusive and systematic scenario approaches offer a means of dealing with critical issues of complexity, innovation, reflexivity and framing in analysing change in socio-economic systems, paving the way for a more sensitive and systematic handling of socio-economic futures in impact assessment. We argue that scenarios represent a heuristic tool encouraging policy and organisational learning in climate impact assessment. The advantages and disadvantages of a scenario-based approach are explored via a detailed study of a regional climate impact assessment in the UK.