Effective coastal zone management requires accounting for multiple stakeholders who may have conflicting mental models regarding coastal management and the impacts of climate change. Identifying the determinants of adaptive capacity of coastal settlements and ecosystems is a relevant challenge to characterizing the overall vulnerability of the system exposed to a changing climate. However, the subjectiveness of this information can be difficult to capture. We present a case study that exemplifies stakeholder involvement in eliciting important climatic change and context-specific information about coastal zone management. This approach was applied to climate change adaptation research within a regional cross-sectoral project that seeks, among other expected outcomes, to inform decision makers about the coastal zone’s adaptive capacity and adaptation options to climate change. We conducted participatory stakeholder workshops for three different coastal settlement typologies and one protected ecosystem, considered representative of the salient climate change issues for the region. The stakeholders used systems thinking to develop a conceptualization of the system and as a mechanism to identify leverage variables crucial for addressing the impact of climate change and used Bayesian models to further explore these 'key leverage variables' and to address the identification of key determinants of adaptive capacity to climate change. Observations made by stakeholders were recorded as a form of narrative capture to provide additional context to the modelling process. Overall, this process found to be effective in capturing different types of knowledge, reasoning and group dynamics from the stakeholders themselves and to identify critical issues informing future policies and plans.