Climate change is having a catastrophic impact on the livelihoods of farm households in Eastern and Southern Africa (ESA). This study employs comprehensive data obtained in 2018 from 4351 farm households in five countries to appraise the key climate hazards experienced by farmers, the risk coping methods adopted, and factor influencing the use of these methods. Although droughts, floods, hailstorms, and crop pests/diseases are major climate-induced risks in ESA, droughts are predominant in all these countries. Farm households in ESA have adopted various strategies to address climate risk, which includes changing farming practices, reducing consumption, using savings and borrowing, and seeking new employment. Farming families headed by a female, married, or an elderly member opt to change farming methods and decrease consumption, whereas they are less inclined to look for alternate livelihood options. Farming families with higher livestock endowments commonly use savings or borrow and are unlikely to change farming methods, decrease consumption, and search for alternate employment. Better-off families tend to change farming methods but are unlikely to adopt other risk coping options. Farming families with non-farm livelihood options are unlikely to change farming methods, use savings/borrowings, or decrease consumption, whereas they tend to search for alternate employment. Training on agriculture and economic status are crucial for climate change adaptation in these regions. Findings exhibit substantial differences among the study countries regarding the adoption of coping strategies. Compared to farmers in Kenya, farmers in other countries change agricultural methods to cope with climate shocks. Ethiopian farmers, compared to their Kenyan counterparts, decrease consumption to deal with climate risks, whereas, farmers in Tanzania, Malawi, and Mozambique are less likely to use this option. Similarly, the likelihood of seeking alternative employment as a risk coping strategy is lower among Ethiopian farmers, while it is higher among the farmers in other countries.