Changes in natural hazards related to climate change are evident in New South Wales (NSW), Australia, and are projected to become more frequent and intense. The impacts of climate change may adversely affect health and wellbeing, directly via extreme weather events such as heatwaves, storms and floods, and indirectly via impacts on food security, air and water quality, and other environmental amenities. The NSW Government’s Climate Change Policy Framework recognises the need to reduce the effects of climate change on health and wellbeing. A conceptual framework can support the aims and objectives of the policy framework by depicting the effects of climate change on health, and individual and social wellbeing, and areas for policy actions and responses. A proposed conceptual framework has been developed, modelled on the Driving force, Pressure, State, Exposure, Effect and Action (DPSEEA) framework of the World Health Organization – a framework which shows the link between exposures and health effects as well as entry points for interventions. The proposed framework presented in this paper was developed in consultation with researchers and policy makers. The framework is guiding current research examining vulnerabilities to climate change and the effects of a range of exposures on health and wellbeing.