Climate change adaptation (CCA) is an emerging topic in recent years since global temperature is continuing to rise and posing threats to natural biodiversity and human life. Its diverse nature requires efforts from a broad range of sectors to cope or adjust. This review paper aims to systematically study the cross-sectoral approaches in CCA decision making and develop probable strengths and shortcomings of those approaches. Literatures concerned with Multi-Criteria Decision-Making Method, or Multi-Criteria Analysis (MCA) are reviewed since it is considered as a holistic approach to integrate multiple sectors and combine monetary and non-monetary terms prevailing in sectoral and regional aspects, mainly in agriculture and water resource management. The literatures were searched through Scopus and PRISMA method was adopted to systematically refine the published articles based on our criteria. Out of 383 articles discovered, 139 were related to CCA out of which, 33 articles which applied MCA as their methodological approach were shortlisted for the core study. The result showed that MCA is extensively used in CCA decision making, prioritizing options, and formulating adaptation strategies at local and regional scale and considered as a flexible, transparent, and effective method because of an active engagement of stakeholders and experts’ judgement. But its inability to address the underlying uncertainties of climate change scenario is one of the major drawbacks seen. Thus, many literatures suggest incorporating Sensitivity analysis, Dynamic Adaptive Pathways, Real Option Analysis, or Robust Decision-Making Analysis with MCA to overcome those deep uncertainties.