This paper explored farm households’ autonomous climate change adaptation strategies and corresponding impacts on wheat yield. Based on a survey of 314 wheat farmers in rural China, results show that Chinese wheat farmers have a high rate of climate change awareness and adoption of climate change adaptation measures. Farmers’ cultivated area, cognition level and information accessibility on climate change significantly affect their adaptation decisions. However, these farmers are given limited adaptation strategies, mainly including increasing irrigation, and using more chemical fertilizer and pesticides. Through employing a simultaneous equations model with endogenous switching, we find farmers’ adaptation to climate change is maladaptive with negative effects on wheat yield. This study, therefore, suggests policymakers be mindful of farmers’ maladaptive responses to climate change and provide effective adaptation measures, to help farmers cope with the risks of climate change and ensure farmer’s livelihood security and sustainable agriculture development.