Climate impact assessment needs to take account of two interrelated processes: socio-economic change and climate change. To date, future change in socio-economic systems has not been sufficiently integrated with an analysis of climate change impacts. Participative and synthetic scenario approaches offer a means for dealing with critical issues of indeterminacy, innovation, reflexivity and framing in analysing change in socio-economic systems, paving the way for a coherent way of handling of socio-economic futures in impact assessment. We argue that scenarios represent heuristic tools that encourage social learning in climate impact assessment. The advantages and disadvantages of a scenario-based approach are explored using examples from regional climate impact assessment in the UK.