Odisha is the first state in India to introduce a Climate Budget. It supports Govt. to planning & executing various climate action programs and improving the state's climate resilience. Episodic storm events such as cyclones like Phailin, Hudhud, Titli, and Fani and some chronic problems like shore erosion, coastal flooding, storm surge, inundation, heat waves, drought, and whirlwinds always affect socioeconomic conditions. As the state is always prone to calamities directly or indirectly, there are certain techniques and methods implemented to tackle it. This paper signifies different issues and challenges related to territorial sustainability and the causes of climate change and management in Odisha related to different sectors i.e. Agriculture, Energy, Fisheries, Forest & Environment, Health & Family Welfare, Water Conservation, Urban Development, etc. and it also studied the concept of sustainability and various challenges related to the climate change and action till now in Odisha.