Governmental authorities increasingly face the challenge of dealing with risks due to unpredictable potentially damaging events. Whereas the so called known unknowns are familiar but unpredictable as to when and where they will happen, the unknown unknowns are completely unforeseen until they happen. An example is climate change, that potentially brings about continuous and unpredictable changes in weather patterns. This paper examines the question as to what extent governmental actors are able to deal with these risks, which are nearly impossible to predict and thus hard to prepare for. We propose a conceptual framework that draws on Weick’s work on sensemaking. We demonstrate the utility of this framework by analyzing how Dutch water management authorities try to deal with the unknown unknowns of climate change. We argue that the challenge of enabling society to adapt to climate change requires organizational change.