Abstract: With the deterioration of global climate change, studies of vulnerability assessment of climate change and adaptive measures for coastal megalopolises help to ensure the healthy and safe development of the cities. This research constructs the urban vulnerability assessment system of climate change in Shanghai, and evaluates its current situation. It has been found that Shanghai is moderately vulnerable. Under climate change, the risk of climate disasters may increase, and the possibility of highly urbanized Shanghai suffering damages increases. Shanghai has performed well in natural space protection, economic structure and social welfare, and it is equipped with sound sensitivity and adaptability of climate change. Having analyzed the climate change problems in Shanghai, the research puts forward countermeasures, which would provide reference for Shanghai to prevent climate disasters and build an adaptive city.