Calling for a macro-regional adaptation strategy, the European Union introduced a new strategic level in the discussion on how to adapt to climate change impacts. Based on exploratory studies in three urban regions at the Baltic Sea Coast, Stockholm (Sweden), Rostock (Germany) and Riga (Latvia), the article discusses the contribution and added value of transnational cooperation with regard to adaptation to climate change. Furthermore, it addresses the question of which tasks should be tackled on local and regional or on transnational level. The analysis is based on documents, semi-structured interviews with experts and a participatory observation within a scenario-process. These exploratory studies point out that a transnational cooperation in the Baltic Sea Region could complement local and regional adaptation activities very well. The participants could benefit through exchanges of specific experiences among urban regions with similar problems, but also through a greater awareness for adaptation. However, the added value of transnational cooperation seems to be restricted, regarding for example how and to which extent local activities can be influenced or due to the matter of fact that the given institutional framework constrains the opportunities of action.