Integrated cross-sectoral impact assessments facilitate a comprehensive understanding of interdependencies and potential synergies, conflicts, and trade-offs between sectors under changing conditions. This paper presents a sensitivity analysis of a European integrated assessment model, the CLIMSAVE integrated assessment platform (IAP). The IAP incorporates important cross-sectoral linkages between six key European land- and water-based sectors: agriculture, biodiversity, flooding, forests, urban, and water. Using the IAP, we investigate the direct and indirect implications of a wide range of climatic and socio-economic drivers to identify: (1) those sectors and regions most sensitive to future changes, (2) the mechanisms and directions of sensitivity (direct/indirect and positive/negative), (3) the form and magnitudes of sensitivity (linear/non-linear and strong/weak/insignificant), and (4) the relative importance of the key drivers across sectors and regions. The results are complex. Most sectors are either directly or indirectly sensitive to a large number of drivers (more than 18 out of 24 drivers considered). Over twelve of these drivers have indirect impacts on biodiversity, forests, land use diversity, and water, while only four drivers have indirect effects on flooding. In contrast, for the urban sector all the drivers are direct. Moreover, most of the driver–indicator relationships are non-linear, and hence there is the potential for ‘surprises’. This highlights the importance of considering cross-sectoral interactions in future impact assessments. Such systematic analysis provides improved information for decision-makers to formulate appropriate adaptation policies to maximise benefits and minimise unintended consequences.