Through the adaptive governance, by which institutional arrangements and ecological knowledge are tested and revised in a dynamic, bottom-up, ongoing, self-organized, learning by doing process, different systems including social-economic system, natural ecosystem and local knowledge and culture system should be considered into the process of decision-making. Comparing three cases in Inner Mongolia, this article evaluates their climate change risk and social vulnerability, and explores the reasons of different adaptation capacity to climate extreme events, and illustrates the possibility to apply adaptive governance to the endeavor of decreasing the local vulnerability. We found that different herders have different strategies for coping with natural disasters because they have different social capital and social memory. Some herders could move out their livestock from drought area by using their social capital; some herders could reorganize grassland use and livestock moving based on their social memory; but some herders could only buy more and more fodder and forage. This research showed that introducing adaptive governance at local level may meet the different requirements of different stakeholders to adapt climate change, promote disciplinary cooperation between natural, social and management sciences. Therefore, adaptive governance has the same view with Future Earth on the conceptions of co-design, co-produce, co-deliver, which can be developed as practical experiment in local adaptation to climate change.