Urban environments and climate-related challenges impact older adults’ health and well-being. To address these challenges, climate adaptation strategies and urban design guidelines should be tailored to older adults’ needs. Ethnographic studies can help identify these needs by involving them directly in the research process. This study uses ethnographic research to explore older adults’ perceptions and behaviours regarding climate change risks and impacts, health, and mobility challenges in a vulnerable urban area—São Roque da Lameira, Porto, Portugal. It studies the applicability and complementarity of four participatory methods that can inform urban design: (I) semi-structured interviews, (II) ‘go-along’ interviews, (III) user observations, and (IV) emotional mapping. The qualitative data collected were analysed through thematic and spatial analysis. Common themes emerged between the four methods, including concerns about accessibility, safety, and comfort, such as uneven pavements, lack of seating, and poor infrastructure for people with reduced mobility. Participants recommended improvements, such as more green spaces and better pedestrian infrastructure quality. Notably, each method uncovered distinct dimensions, highlighting the added value of a multi-method approach. This study demonstrates that combining participatory methods offers deeper, context-specific insights to inform age-friendly and climate-resilient urban design. Future research should take climate-focused methods and a multidisciplinary approach into consideration.