The evaluation of sediment yield by water erosion taking into consideration the possible impact of climate change is the object of this work, concerning the use of the Modified Universal Soil Loss Equation (MUSLE) in an Italian case study. This empirical model was implemented in a Geographical Information System, taking into account Alpine hydrology and geomorphological and climate parameters, which are crucial in the analysis of the intensity and variability of sediment yield production processes. The case study is the Guerna Creek basin, a small-sized mountain watershed placed in Lombardy, in the South-Central Alps (Northern Italy). In recent decades it has been hit at the same time by floods and erosive phenomena, showing its hydraulic-hydrological weakness. Three future climate change scenarios from 2041 to 2060, around the middle of this century, were built according to CORDEX data referring to three different Representative Concentration Pathways (RCP 2.6, RCP 4.5, RCP 8.5). The findings showed that in the future climate, the sediment yield at the basin scale might change by 24–44% for a single heavy storm in the middle of the current century.