Climate change will pose new challenges to conserving Earth's natural ecosystems, due to incremental changes in temperature and weather patterns, and to increased frequency and intensity of extreme climate events. Addressing these challenges will require pragmatic conservation actions informed by site-specific understanding of susceptibility to climate change and capacity of societies to cope with and adapt to change. Depending on a location's environmental susceptibility and social adaptive capacity, appropriate conservation actions will require some combination of: (1) large-scale protection of ecosystems; (2) actively transforming and adapting social-ecological systems; (3) building the capacity of communities to cope with change; and (4) government assistance focused on de-coupling communities from dependence on natural resources. We apply a novel analytical framework to examine conservation actions in five western Indian Ocean countries, where climate-mediated disturbance has impacted coral reefs and where adaptive capacity differs markedly. We find that current conservation strategies do not reflect adaptive capacity and are, therefore, ill prepared for climate change. We provide a vision for conservation policies that considers social adaptive capacity that copes with complexities of climate change better than the singular emphasis on government control and the creation of no-take areas.