This paper provides conceptual and methodological guidelines for researchers seeking to undertake an urban participatory climate change adaptation appraisal (PCCAA), illustrated with examples from appraisals in Mombasa (Kenya) and Estelí (Nicaragua). It highlights the importance of hearing local people’s voices regarding incrementally worsening and often unrecorded severe weather. The conceptual framework distinguishes between the analysis of asset vulnerability and the identification of asset-based operational strategies, and sets out a number of methodological principles and practices for undertaking a PCCAA. This PCCAA addressed five main themes: community characteristics; severe weather; vulnerability to severe weather; asset adaptation; and institutions supporting local adaptation. For each of these, it identified potential tools for eliciting information, illustrated by examples from Mombasa and Estelí.