As climate change intensifies multi-dimensional vulnerabilities in coastal Bangladesh, understanding its impact on household well-being becomes crucial. This study empirically investigates how climatic extreme event-triggered (super-cyclone Amphan) vulnerabilities affect at-risk households' well-being in the Southwestern coastal zone. Deploying a systematic random sampling procedure, we collected data from 747 households using a structured questionnaire from seven disaster-affected Unions (i.e., sub-districts) from three districts, namely Khulna, Satkhira, and Bagerhat. The findings reveal that diverse demographic, socioeconomic, sociopolitical, disaster-preparedness, environmental, and locational factors influence multi-dimensional vulnerabilities in the study areas. Notably, these vulnerabilities significantly affected post-cyclone well-being, measured by consumption expenditure. Acquaintances with local political leaders (OR=6.028, p<0.05), participation in disaster-preparedness training (OR=2.63, p<0.01), and timely evacuation decisions (OR=2.57, p<0.01) emerged as key determinants of better household well-being following cyclone-disaster. Intriguingly, households with stronger political connections exhibited higher participation in disaster-preparedness training (z=4.60, p<0.000) and evacuation rates to safe havens (Chi2(1)=5.14, p<0.02). The study proposes three policy recommendations based on these empirical insights, paving the way for enhanced resilience and adaptive capacity in coastal Bangladesh communities facing the challenges of climate change.