Recurrent cyclones in the Bay of Bengal affect the lives and livelihoods of coastal communities. However, studies on the socio-psychological behaviour of cyclone-affected communities in the Indian Sundarbans received less attention in the existing literature. Thus, the present work intends to explore the tropical cyclone induced livelihood vulnerability and spatial heterogeneity of socio-psychological behaviour. The study was systematically carried out considering four selected mouzas (villages) from Indian Sundarbans using robust geospatial and statistical methods. The results depict that during the cyclone, the maximum decrease of monthly per-capita income was recorded for Amrabati mouza due to the southernmost location with comparatively higher perceived socio-psychological threats as portrayed by the interpolation maps and hotspot analysis. Considering all the six cyclones, Dwariknagar mouza recorded a maximum rating for fear/phobia, psychological stress and shock while a minimum rating for physical stress. Thus, income, age, gender, caste and religion also significantly control socio-psychological behaviour as shown by p < 0.05 and principal component analysis. This research calls for a thorough investigation of cyclone-affected victims in the Indo-Bangladesh Sundarban region. This study helps better comprehend the mental health of the cyclone victims which is important before the policymakers for designing the appropriate measures.