Evidence is unequivocal that rural and urban areas in South Africa are vulnerable to the impacts of climate change; however, impacts are felt disproportionately. This difference in vulnerability between rural and urban areas is presently unclear to guide context-based climate policies and frameworks to enhance adaptation processes. A clear understanding of the differences in vulnerability to climate change between rural and urban areas is pertinent. This systematic review aimed to explore how vulnerability to climate change varies between rural and urban areas and what explains these variations. The approach was guided by the Intergovernmental Panel on Climate Change vulnerability framework incorporating exposure, sensitivity, and adaptive capacity dimensions integrated into the Sustainable Livelihood Framework. The review used 30 articles based on the search criteria developed. The findings show differences in vulnerability to climate change between rural and urban areas owing to several factors that distinguish rural from urban areas, such as differences in climate change drivers, infrastructure orientation, typical livelihood, and income-generating activities. We conclude that vulnerability varies with location and requires place-based analyses. Instead of blanket policy recommendations, localized interventions that enhance adaptation in specific rural and urban areas should be promoted.