Indigenous perspectives on the effects of climate change are frequently elicited through surveys and interviews, and the responses are compared to meteorological data. However, there remains a limited approach to examining the underlying predictors that best determine Indigenous support for adaptation strategies. This study utilizes partial least squares-structural equation modeling (PLS-SEM) to identify the main indicators of Indigenous support for coping with unfavorable climate impacts. Using a case study and a purposive sampling approach, a survey of 328 Indigenous peoples was conducted in rural Kinabatangan, Sabah, Malaysia. Results showed that communities’ attitudes had a large effect on the Indigenous support for adaptation (f2 = 0.380), followed by the communities’ awarenesses (f2 = 0.063), rapid onset events (f2 = 0.051), and climate impacts on tourism (f2 = 0.016). Communities prioritize the impacts of climate change on their health, livelihoods, and environmental resources. Nevertheless, they do not draw a causal link between the effects and responses to climate hazards. Coping strategies such as the inclusion of Indigenous livelihoods, a bottom-up approach, and transparent communication are suggested to cultivate Indigenous support for climate change adaptation. Decision-makers can apply these findings to prepare climate change policies and enhance the adaptation strategies of Indigenous communities.