There is increasing awareness of the effects of climate change on mental health, but more work on understanding risk and protective factors is needed. The 2021 California Health Interview Survey included new questions about exposure to extreme weather events and mental health responses. This study aims to identify how individual factors and neighborhood social cohesion are associated with negative mental health effects of exposure to extreme weather events. In this cross-sectional, representative study, we used data from the 2021 California Health Interview Survey to analyze the association between respondent characteristics and negative mental health effects following exposure to extreme weather events. Univariate and multivariate logistic regression models were used, adjusting for individual-level sociodemographics and measures of neighborhood social cohesion. We found that 53% of the sample was affected by climate events (n = 12,955), and of these, 22.8% (n = 2,955) reported a negative impact on their mental health. Respondents who were younger, White, female, college-educated, or living in a rural area were more likely to report adverse mental health effects of climate events for themselves or household members. Individuals who had experienced property damage were much more likely to report negative mental health effects due to climate events [property damage adjusted OR 3.73, 95% CI 2.82-3.76]. This study identifies subgroups that may have higher vulnerability to the mental health effects of climate change events. Future research is needed to develop targeted prevention and outreach interventions these subgroups to build individual- and community-level resilience.