Urban systems are not only major drivers of climate change, but also impact hotspots. The processes of global warming and urban population growth make our urban agglomerations vulnerable to chain reactions triggered by climate related hazards. Hence, the reliable and costeffective assessment of future climate impact is of high importance. Two major approaches emerge from the literature: i) detailed spatially explicit assessments, and ii) more holistic approaches consistently assessing multiple cities. In this multidisciplinary thesis both approaches were addressed. Firstly, we discuss the underlying reasons and main challenges of the applicability of downscaling procedures of climate projections in the process of urban planning. While the climate community has invested significant effort to provide downscaling techniques yielding localised information on future climate extreme events, these methods are not widely exploited in the process of urban planning. The first part of this research attempts to help bridge the gap between the communities of urban planners and climatologists. First, we summarize the rationale for such cooperation, supporting the argument that the spatial scale represents an important linkage between urban and climate science in the process of designing an urban space. Secondly, we introduce the main families of downscaling techniques and their application on climate projections, also providing the references to profound studies in the field. Thirdly, special attention is given to previous works focused on the utilization of downscaled ensembles of climate simulations in urban agglomerations. Finally, we identify three major challenges of the wider utilization of climate projections and downscaling techniques, namely: (i) the scale mismatch between data needs and data availability, (ii) the terminology, and (iii) the IT bottleneck. The practical implications of these issues are discussed in the context of urban studies. The second part of this work is devoted to the assessment of impacts of extreme temperatures across the European capital cities. In warming Europe, we are witnessing a growth in urban population with aging trend, which will make the society more vulnerable to extreme heat waves. In the period 1950-2015 the occurrence of extreme heat waves increased across European capitals. As an example, Moscow was hit by the strongest heat wave of the present era, killing more than ten thousand people. Here we focus on larger metropolitan areas of European capitals. By using an ensemble of eight EURO-CORDEX models under the RCP8.5 scenario, we calculate a suite of temperature based climate indices. We introduce a ranking procedure based on ensemble predictions using the mean of metropolitan grid cells for each capital, and socioeconomic variables as a proxy to quantify the future impact. Results show that all the investigated European metropolitan areas will be more vulnerable to extreme heat in the coming decades. Based on the impact ranking, the results reveal that in near, but mainly in di...