Adaptation to climate change raises important governance issues in terms of governance structures and mechanisms, stakeholders’ involvement, and links with the existing and wider-scale strategies. Notwithstanding the increasing attention at the global and European level, precise recommendations for the governance of climate change at the geographical macro-regional level are still lacking. Macro-regions span several states with some common morphological or climatic features and adopt wider-scale strategies which are not mandatory or do not take sufficient account of the specificities of any included regions. Each region is differently administered and adopts specific climate adaptation strategies for addressing just the challenges of the territories they govern, without considering the effects on the neighbouring ones. They also decentralize the climate policies towards the lowest levels of government, and this has increased the number of local bodies involved and promoted the participation of non-governmental players and citizens. Within the macro-regions, local climate conditions and their changes can be similar; however, their impacts can vary significantly at the individual territory level, and their effects can extend beyond traditional administrative boundaries. Dealing with these changes is particularly challenging in the Alpine area, which extends across 48 regions/autonomous provinces belonging to eight different European countries and is governed by three different international/transnational strategies. This territory represents a fragile ecosystem due to the current climate changes, which have influenced the climate conditions differently at the local level, as well as the richness of natural resources, and the opportunity to exploit them for economic reasons. South Tyrol (IT) is one of the autonomous provinces located in this area that is currently addressing the expected and unexpected impacts of climate change. Unlike other Italian Alpine regions, this region boasts a wider legislative autonomy, which enables the creation of more targeted climate adaptation policies and their decentralisation to the lowest level of administration, including the non-governmental players and citizens. As a result, the climate adaptation governance framework appears complex and hard to govern due to the plurality of actors and governmental levels at Alpine and regional/provincial levels. The present article sheds light on this framework, analysing specifically the three above-mentioned governance issues: governance structures, stakeholders’ involvement mechanisms, and links with the existing wider-scales strategies. While discussing these topics, it then refers specifically to South Tyrol for the case study. Based on the documental analysis of the climate adaptation strategies and resultant findings, the preferred governance mechanism for addressing the specific climate adaptation challenges of Alpine regions would involve adopting some of the regulations included in regional mono-sectoral plans. These regulations do not relate to wider-scale strategies at the macro-regional level and refer just to the administered territories. The participation of local institutions and citizens in defining and implementing these regulations is limited and not incentivized. Although important, interactions across Alpine, national, and sub-national policy domains are limited. These limitations are revealed in South Tyrol and partially also in other European Alpine regions.