We propose a generic framework to characterize climate change adaptation uncertainty according to three dimensions: level, source and nature. Our framework is different, and in this respect more comprehensive, than the present UN Intergovernmental Panel on Climate Change (IPCC) approach and could be used to address concerns that the IPCC approach is oversimplified. We have studied the role of uncertainty in climate change adaptation planning using examples from four Danish water related sectors. The dominating sources of uncertainty differ greatly among issues; most uncertainties on impacts are epistemic (reducible) by nature but uncertainties on adaptation measures are complex, with ambiguity often being added to impact uncertainties. Strategies to deal with uncertainty in climate change adaptation should reflect the nature of the uncertainty sources and how they interact with risk level and decision making: (i) epistemic uncertainties can be reduced by gaining more knowledge; (ii) uncertainties related to ambiguity can be reduced by dialogue and knowledge sharing between the different stakeholders; and (iii) aleatory uncertainty is, by its nature, non-reducible. The uncertainty cascade includes many sources and their propagation through technical and socio-economic models may add substantially to prediction uncertainties, but they may also cancel each other. Thus, even large uncertainties may have small consequences for decision making, because multiple sources of information provide sufficient knowledge to justify action in climate change adaptation.