Climate change vulnerability assessments are an essential instrument to identify regions most vulnerable to adverse impacts of climate change and to determine appropriate adaptation measures. Vulnerability assessments directly support countries in developing adaptation plans and in identifying possible measures to reduce adverse consequences of changing climate conditions. Against this background, this paper describes a vulnerability assessment using an integrated and participatory approach that builds on standardized working steps of previously developed ‘Vulnerability Sourcebook’ guidelines. The backbone of this approach is impact chains as a conceptual model of cause–effect relationships as well as a structured selection of indicators according to the three main components of vulnerability, namely exposure, sensitivity and adaptive capacity. We illustrate our approach by reporting the results of a vulnerability assessment conducted in Burundi focusing on climate change impacts on water and soil resources. Our work covers two analysis scales: a national assessment with the aim to identify climate change ‘hotspot regions’ through vulnerability mapping; and a local assessment aiming at identifying local-specific drivers of vulnerability and appropriate adaptation measures. Referring to this vulnerability assessment in Burundi, we discuss the potentials and constraints of the approach. We stress the need to involve stakeholders in every step of the assessment and to communicate limitations and uncertainties of the applied methods, indicators and maps in order to increase the comprehension of the approach and the acceptance of the results by different stakeholders. The study proved the practical usability of the approach at the national level by the selection of three particularly vulnerable areas. The results at a local scale supported the identification of adaption measures through intensive engagement of local rural populations.