Climate change is now thought to be unequivocal, while its potential effects on global and public health cannot be ignored. However, the complexities of the causal webs, the dynamics of the interactions and unpredictability mean that climate change presents new challenges to epidemiology and magnifies existing methodological problems. This article reviews a number of such challenges, including topics such as exposure assessment, bias, confounding, causal complexities and uncertainties, with examples and recommendations provided where appropriate. Hence, epidemiology must continue to adapt by developing new approaches and the integration of other disciplines such as geography and climatology, with an emphasis on informing policy-making and disseminating knowledge beyond the field.