This article provides a better understanding of the opportunities and challenges that local governments have in achieving climate objectives, both within EU member states’ national climate policy and national climate law, and how this relates to the literature on multi-level governance. More specifically, the differences and similarities between the national climate plans and national climate legislation of four selected member states (Germany, Ireland, Netherlands and Spain) have been examined. The findings from this can be related to the literature on multi-level governance when it comes to opportunities and challenges regarding the role that local governments fulfill. On the one hand, local governments are often seen as potential key drivers that can successfully work together and whose involvement can lead to more effective climate governance. On the other hand, local governments are legally and financially dependent on higher levels of government in the implementation of their assigned climate-related tasks and responsibilities.