Adaptation to climate change is increasingly recognized as a necessary complement to mitigation, resulting in a growing number of adaptation policies and actions across the globe. This study applies John Kingdon's theory of agenda setting through a multi‐level approach to explain the ways in which the climate change adaptation issue has recently developed in four European countries: the United Kingdom, Sweden, Finland and Italy. The study illustrates that a multi‐level adaptation policy window has been opened in the context of the UK, whereas adaptation has mainly developed on the national and in specific local cases in Finland and Sweden, while in Italy the issue remains off the agenda. The study thus shows that policy windows may be supported through the interaction of streams at both national and sub‐national levels, particularly buttressed by focusing climate events and media reporting. Copyright © 2012 John Wiley & Sons, Ltd and ERP Environment