This study is responding to the recommendation made by IPCC's fifth Assessment Report on establishing a standard for measuring and reporting climate risk and vulnerability. It exemplifies the assessment of urban vulnerability to climate change by an integrated approach. The results indicate that Beijing is highly exposed to multiple climate threats in the context of global climate change, specifically urban heat waves, urban drainage floods and drought. Vulnerabilities to the climatic threats of heat waves, drainage floods and droughts have increased by 5%-15% during the period of 2008-2016 in Beijing. High vulnerabilities to both heat waves and drainage floods have been observed in the urban downtown area and high vulnerability to droughts have been observed in the outskirts. This vulnerability assessment, which addressed climatic threats, provides a holistic understanding of the susceptibility to climate change that could facilitate adaptation to climate change in the future. The developments of threats like flooding, heat waves and droughts are analyzed separately for 16 districts and an integrated vulnerability index for all of Beijing is provided as well.