To assess the adaptive capacities of agro-pastoral communities to climate change, a participatory survey was conducted in the region between February and May 2009. The survey covered in total 175 households, covering 60 households per agro-ecological zone (i.e., the zones Séno and Gourma), with 15 households per village. In the Delta zone, 55 households were available for the interview. A multiple linear regression analysis was conducted to assess the relationship between household coping strategies and selected factors. The results showed that strategies adapted by agro-pastoral households to cope with climate change vary according to vulnerability factors such as the insufficiency of pastures for livestock, animals" diseases and death, crop failure caused by erratic rainfall, human sickness, lack of water supply for the livestock, conflicts related to resource use and several others. The major coping strategies identified were the reduction in the number of animals, storage of crop residues and other gramineous species for livestock and grain for the population, as well as seeking external help. Some major factors were identified to influence strategies of households to cope with climate change. The multiple linear regression analysis showed significant relationship between these influencing factors and coping strategies.