Understanding different adaptive capacities is a prerequisite for targeting interventions to reduce the adverse impacts of climate change. Indicators and indices are common tools in this process, but their construction embodies many uncertainties, not least of which is their scale specificity. This paper describes the development of two empirical adaptive capacity indices for use at different scales of analysis: a national index for cross-country comparison in Africa and a household index for cross-household comparison in a village in Limpopo province, South Africa. Explaining the decisions made at each stage of construction illuminates the degree of uncertainty involved when assessing adaptive capacity, and how this uncertainty is compounded when looking across different scales of analysis. It concludes that the central elements of adaptive capacity, based on institutional collective response and the availability of and access to resources, are common at different scales, although the structure of each index is scale-specific. Hence the findings of these apparently irreconcilable scales of analysis converge to demonstrate points of leverage for policy intervention to raise resilience and the capacity to adapt to the risks posed by climate change.