Climate risk is a consequence of climate hazards, exposure, and the vulnerability (IPCC 2014). Here, we assess future (2040–2049) climate risk for the entire contiguous US at the county level with a novel climate risk index integrating multiple hazards, exposures and vulnerabilities. Future, weather and climate hazards are characterized as frequency of heat wave, cold spells, dryer, and heavy precipitation events along with anomalies of temperature and precipitation using high resolution (4 km) downscaled climate projections. Exposure is characterized by projections of population, infrastructure, and built surfaces prone to multiple hazards including sea level rise and storm surges. Vulnerability is characterized by projections of demographic groups most sensitive to climate hazards. We found Florida, California, the central Gulf Coast, and North Atlantic at high climate risk in the future. However, the contributions to this risk vary regionally. Florida is projected to be equally hard hit by the three components of climate risk. The coastal counties in the Gulf states of Louisiana, Texas, Mississippi and Alabama are at high climate risk due to high exposure and hazard. High exposure and vulnerability drive high climate risk in California counties. This approach can guide planners in targeting counties at most risk and where adaptation strategies to reduce exposure or protect vulnerable populations might be best applied.