Adapting to anthropogenic climate change requires informed citizens capable of managing personal and societal risks. This study explores the contribution of climate change education (CCE) to build adolescents’ cognitive adaptive capacity. As defined by Grothmann and Patt's (2005) Model of Private Proactive Adaptation to Climate Change (MPPACC), cognitive dimensions of adaptive capacity correspond to climate change risk perception and adaptation appraisal as preconditions for individual adaptation actions. Their model has been operationalised to examine adolescents’ cognitive adaptive capacity in a pre-test–post-test design, and the educational programme Generation F3–Fit for Future is presented as a quasi-experiment linking this concept with CCE. Because cognitive adaptive capacity is a complex and multifaceted concept, this contribution also studies the influence of CCE on knowledge and thinking skills, which are important dimensions as well. Overall, 173 upper-secondary school students aged between 16 and 18 years actively collaborated with 57 scientific and practical experts on climate change adaptation (CCA) in North and South Tyrol. Additionally, the programme included control groups. Over two school years, Generation F3–Fit for Future encouraged students to follow constructivist inquiry-based CCE, and they carried out their own research-oriented CCA projects. A mixed methods approach compared data from a multivariate multilevel mixed model collected by web-based questionnaires (N = 231) and qualitative data from problem-centred interviews (N = 47), which were analysed by documentary method. The results suggest a mismatch between quantitative and qualitative data. Quantitative data do not show any change in adolescents’ risk perception and adaptation appraisal, but qualitative data reveal that intervention group students demonstrated increased levels of adaptation knowledge and elaborated critical as well as forward thinking skills. Control group students did not show such capacities after standard curriculum education. It is concluded that CCE holds potential to build several dimensions of adolescents’ cognitive adaptive capacity. Upcoming research should further explore mixed research approaches and advance adaptive capacity theory to better understand this concept.