Climate variability and climate change pose an enormous pressure on population, infrastructure, livelihood, and socio-economic conditions. Evidences of climate change are already visible on many sectors such as agriculture, water resources, infrastructure, ecology, and biodiversity. While the problem of climate change is at global scales, its detrimental impacts are often visible at local scales, which highlight the need of climate change impacts assessment and policy making at a local administrative levels. Using the observed and projected data for the future, climate change assessment was performed for the state of Madhya Pradesh. Results indicate that a majority of the state of MP experienced a significant decline in the monsoon season precipitation during the period of 1951-2013. Air temperature increased significantly in the post-monsoon (October- December) season. Results also indicated that the frequency of severe, extreme, and exceptional droughts has increased in Madhya Pradesh. Droughts in the recent years were severe and wide-spread. The number of hot days has increased significantly in the state. However, changes in hot nights, cool days, and cool nights were not found statistically significant during the period of 1951-2013. The number of heat waves became more frequent during the recent years in Madhya Pradesh. Projected changes under the future climate were estimated using the high resolution downscaled and bias corrected projections based on the five best models. The five best models were selected out of 40 CMIP5 models and 9 CORDEX South Asia models after a careful evaluation against the observed precipitation and air temperature. Results showed that for the majority of the state RCP 4.5 is the most representative while a few areas in the northern regions have experienced changes in air temperature that follow RCP 6.0 and 8.5. About 30% of the state is projected to experience more than 2ºC warming by 2050 under the RCP 8.5 scenario. The monsoon season precipitation is projected to increase in most of the RCPs by 5-15% under the projected future climate. However, the monsoon season precipitation is projected to decline in the Near (2016-2045) term climate under the RCP 4.5 scenario. Extreme precipitation events are projected to become more frequent in most of the regions of the state under the projected future climate. Frequency of severe, extreme, exceptional droughts is projected to increase under the RCP 4.5 scenario. Moreover, increased warming under the projected future climate may lead to more frequent, severe, and wide-spread droughts during the monsoons season. Almost in all the RCPs, the frequency of hot days, hot nights, and heat waves is projected to increase in Madhya Pradesh. Most of the district of the state are projected to experience 1-1.2 ºC increase in mean annual air temperature in Near term while 2-2.5 ºC warming in the Mid (2046-2075) term climate. A significant increase in the number of hot days, hot nights, droughts, and extreme precipitation is likely under the future climate, which may pose enormous pressure on agriculture, water resources, infrastructure, tourism, and energy sectors. To effectively manage the detrimental impacts of climate change, local level policies will be required with a careful analysis of the natural resources and impacts of climate change on various sectors.