Rural areas are still home to nearly half of the global population and around 70% of the developing world is impoverished. India is also a predominantly rural country. The majority of this population relies on primary economic activities, either directly or indirectly, for their livelihood. Furthermore, Uttar Pradesh has more rural residents than any other state in India; thus, livelihood sustainability becomes very crucial for this state. There are various challenges that rural areas are experiencing including economic, environmental, and other aspects threatening their livelihood sustainability. Climate change is a prominent one of them. Many researchers have concluded that climate change impacts will be significant, especially for developing countries due to their economic reliance on farms and resources from the environment, limited ability to adapt, and geographic locations. Thus, the first part of this research assesses the rural livelihood sustainability of Uttar Pradesh. It reveals the standing of assets, economic vulnerability, livelihood sensitivity, and finally districts that need to be improved on the rungs of livelihood sustainability. While the second section explores levels of climate change vulnerability utilizing the IPCC framework (2014), vulnerability indices are calculated for three major components, that is, exposure, sensitivity, and adaptive capacity to formulate the Climate Vulnerability Index (CVI). This study found that the majority of the central, southern, and eastern districts are less sustainable due to their higher economic vulnerability, poor connectivity, lower per capita net income, poorer asset possession, and inadequate health facilities. However, northern and western counterparts are more sustainable because of greater access to human, physical, and financial assets, whereas highly vulnerable districts to climate change in Uttar Pradesh are also found in its eastern and southern regions. Districts with high exposure and sensitivity still reflect low vulnerability as their higher adaptive capacity neutralizes negative impacts. Yet, highly vulnerable districts have the potential to unfavorably impact the livelihood sustainability of marginal and small landholding farmers, migration patterns, food availability, and agricultural productivity critically. Hence, this research expounds on the indispensable role of higher assets and adaptive capacity for their sustainable livelihood and to minimize districts’ climate change vulnerability.