Rising global temperature has been accompanied by changes in weather and climate variability. Under the global trend of climate change, governments around the world have already initiated policy making process for national climate adaptation. The implementation of adaptation action plans is currently one of the top priorities in Taiwanese governmental tasks against climate change impacts. The power sector plays the key role of energy supply in the energy industry. How to cope with the possible impacts of climate change and prepare appropriate adaptation is a necessary and urgent task for the power sector. The study aims to provide a decision making process of how to derive the optimal decisions for adaptation policy under the risk and uncertainty of the climate change. We adopted the framework of decision making under risk and uncertainty for the power sector. Current and future Impacts of weather and climate change on power sectors are analyzed and the method to assess the vulnerability of power sectors to the climate change is provided. How to use available information to derive appropriate adaptation polices for power sector is presented. Finally, we provide some recommendations on the design of adaptation policy in power sectors. Our study can contribute significantly to the construction of a valuable decision making process on adaptation policy in the power sector; additionally, some obstacles in the implementation of appropriate adaptation for the power sector are also addressed.