Investigations of the interconnectedness of climate change with human societies require profound analysis of relations among humans and between humans and nature, and the integration of insights from various academic fields. An intersectional approach, developed within critical feminist theory, is advantageous. An intersectional analysis of climate change illuminates how different individuals and groups relate differently to climate change, due to their situatedness in power structures based on context-specific and dynamic social categorisations. Intersectionality sketches out a pathway that stays clear of traps of essentialisation, enabling solidarity and agency across and beyond social categories. It can illustrate how power structures and categorisations may be reinforced, but also challenged and renegotiated, in realities of climate change. We engage with intersectionality as a tool for critical thinking, and provide a set of questions that may serve as sensitisers for intersectional analyses on climate change.