Climate change presents perhaps the greatest economic and environmental challenge we have ever faced. Climate change and its associated impacts, adaptation and vulnerability have become the focus of current policy, business and research. This paper provides invaluable information for those interested in climate change and its impacts. This paper comprehensively reviews the advances made in the development of regional climate change scenarios and their application in agricultural impact, adaptation and vulnerability assessment. Construction of regional climate change scenarios evolved from the application of arbitrary scenarios to the application of scenarios based on general circulation models (GCMs). GCM-based climate change scenarios progressed from equilibrium climate change scenarios to transient climate change scenarios; from the use of direct GCM outputs to the use of downscaled GCM outputs; from the use of single scenarios to the use of probabilistic climate change scenarios; and from the application of mean climate change scenarios to the application of integrated climate change scenarios considering changes in both mean climate and climate variability.