The aim of this paper is to evaluate the coupled coordination degree of climate, environmental, socio-economic, and ecosystem resilience in Zhejiang Province from 2010 to 2022 and to propose optimization strategies. With the increasing impact of global climate change, the need to explore the construction of resilient cities and sustainable development models has become increasingly pressing. Assessing the coupled coordination among climate, environment, socio-economic, and ecosystem resilience aids in suggesting more precise and effective social and ecological recovery strategies in the context of climate change. Zhejiang Province, serving as a model for China’s urbanization development, demonstrates a balance between the natural environment, economic growth, and social development but still suffers from ecological and environmental pollution problems. In this study, an evaluation system was constructed utilizing the entropy weight method (EWM), and the coupled coordination among climate, environmental, socio-economic, and ecosystem resilience in Zhejiang Province was empirically analyzed over the period from 2010 to 2022. The results show that (1) the climatic-environmental, socio-economic, and ecological subsystems of cities in Zhejiang Province generally show an upward trend, despite fluctuations over different periods. (2) The climatic-environmental-social-ecological system resilience of the cities in Zhejiang Province increased as a whole, and six cities (Hangzhou: 0.805, Quzhou: 0.811, Huzhou: 0.827, Taizhou: 0.829, Wenzhou: 0.856, and Jinhua: 0.857) reached the “well-coordinated” level by 2022; however, the coupling coordination of Jiaxing City and Lishui City decreased from good to intermediate coordination. (3) The coupled coordination degree of climatic-environmental-social-ecological system resilience generally stagnated in each city during 2020–2022. Thus, the climate change adaptation strategy proposed in this study aims to enhance urban adaptive capacity to climate change impacts by controlling pollutant emissions, restoring ecosystems, optimizing industrial structures, and designing urban green spaces.