Economic growth, often based on industrial development, together with increased human settlements on urban land, has caused the spread of cities and has increased water demand and/or consumption and water withdrawals for energy generation. In a world of increasing climate change, governments and societies have to build resilience strategies, notably for cities. This paper develops a conceptual framework based on the Driving force-Pressure-State-Impact-Response (DPSIR) model specially tailored to the water–energy nexus at the urban scale. From a policy perspective, my assumption is that this framework can serve as a benchmark to verify and build the effectiveness of climate change action plans designed for cities. In order to test the applicability of the framework developed, this paper presents the components of the proposed DPSIR and related research questions to examine the climate change action plan of New York City, one of the most populated megacities in the world.