Assessment of hazard, vulnerability and risk of extreme weather or climate events are essential in order to inform and implement appropriate adaptation/prevention/mitigation strategies. Within the present climate, extreme variations of weather and climate have severe impacts, particularly in less-developed countries. Due to complex nature and uncertainties in future climate change predictions, it is not feasible to assessment of vulnerability at detailed scales for potential hazard and risk. When aiming to understand the assessment of hazard, vulnerability and risk, there are two extreme operating scales, global (mostly in climate change) and local (mostly in natural hazards) plays dominant roles of interactions. Different approaches and methods exist for running hazard, vulnerability and risk assessment, but not able to address all physical science, engineering, and social science research. In this study, we try to discuss on the human vulnerability and risk assessment approaches, tools and techniques of natural hazard due to extreme climate events. As well as identified research gaps in assessing hazard, vulnerability and risk in response to extreme climate events. The result summarized that risk and vulnerability raise at different stages of the disaster cycle to be based on multi-scale and cross-scale analyses, consider resilience dimensions and provide innovative tools for understanding and assessing and communicating to the users. Data and inherent low resolution of the information is major constrains for details comprehensive assessment.