Climate change imposes risks on assets, systems and operations of enterprises in the electricity sector, whose management of climate risk is becoming increasingly important. This paper pro-poses a methodological structu r e to support the identification, analysis and assessment of climatic risks in thermoelectric power plants, integrating concepts from the IPCC (AR5) methodological structure, the ISO 31000 risk management and the principles of adaptation to climate changes proposed by ISO 14090. Five plants in the coastal zone of the Northeast Region of Brazi l are studied, with the indication of strategic climatic and non-climatic stressors, criteria of significance for determining hazards, exposure, vulnerability, and risk. Aspects of design, operation, main-tenance and performance are investigated based on assumptions for climate sensitive plants components. It is stressed the need of combining observed data and numerical models' data for correct assessing future climate projections. However, climate risk must be reassessed on a reg-ular basi s at decadal intervals, in order to abso r b ongoing changes i n climate and to make de-cisions which favor resilient options.