Climate resilience is the ability to adapt to changing climatic conditions, mitigate the effects of climate change, and effectively address the associated risks. The effects of climate change pose a major threat to the ecosystems, societies, and economies of small states. In order to build climate resilience, it is necessary to assess and identify the risks posed to countries by climate change. In this context, the most vulnerable sectors identified in the Baltic States are: natural ecosystems, food, health, infrastructure, and the economy. These sectors are vulnerable to increasing extreme weather events, rising Baltic Sea water levels, changes in temperature and precipitation as well as other climate changes. Therefore, this chapter reveals the resilience to climate change in the Baltic States through an analysis of the effects of climate change and identification of key changes and possible solutions through the concepts of absorptive, adaptive, and transformative capacities. The analysis shows that the Baltic States are focusing on building adaptive resilience capacity through long-term adaptation strategies such as restoring natural ecosystems, developing green urban areas, investing in research, strengthening governance structures responsible for managing climate crises, developing a financial support system, etc. These and other identified strategies and measures provide the basis for reducing the dependence of the Baltic economy on vulnerable sectors, maintaining the stability of natural ecosystems, public health, and quality of life.