Africa shares the lowest portion of greenhouse gases emission in the world both in total and per capita, yet she suffers mostly from climate change. Climate change affects Africa's water resources, agriculture, biodiversity, human health, and national security. Food and water security are the two major challenges facing Africa whilst have been deteriorated by climate change. This study reviews the new findings of climate change impacts on water system and agriculture in Africa and their limitations, with the attempt to facilitate and promote enhanced researches related to climate change impact and vulnerability. Observation shows that climate change has led to rapid melting of glaciers, reduced rainfall and increased variability. Hydrological simulation demonstrates that further climate change would decrease precipitation and runoff in some areas, worsening current fragile water supply in most of Africa. Africa's agriculture faces unprecedented challenges under climate change. Both observation and simulation indicate climate change posed negative effects on Africa's agriculture. Increased risks of drought, changed growth season and decreased crop yield, would likely threat food security in Africa. Uncertainties in these studies mainly come from climate scenarios, methods, quality and quantity of data. Compared to other regions, Africa is short of comprehensive and in-depth researches related to climate change impact and vulnerability, therefore expects substantial investment on such activities to devise effective strategies in mitigating the negative effects of climate change on water resources and agriculture.