The impacts of climate change on human systems depend not only on the level of emissions but also on how inherently vulnerable these systems are to the changing climate. The large uncertainties over future development and structure of societies and economies mean that the assessment of climate change effects is complex. One way to deal with this complexity is by using scenario analysis that takes account of these socio-economic differences. The challenge is to identify the dimensions along which societies and economies evolve over time in such a way as to cover sufficiently different vulnerability patterns. This conceptual effort is critical for the development of informative scenarios. Here, we identify three dimensions that take into account the most relevant factors that define the vulnerability of human systems to climate change and their ability to adapt to it.