This paper proposes an innovative impact measurement framework for assessing the resilience impact of climate risk insurance at the micro-level, concentrating on the household as the main unit of analysis, and building on the 3A capacities (Anticipate, absorb, adapt) approach. Based on a review of existing impact evaluations, which reveal a ‘resilience gap’, the proposed framework aims to close this gap by focusing on how climate risk insurance influences shock management strategies and well being levels in the short and long term. The result is an integrated framework formed on the basis of subjective and objective measures with a multi-dimensional index, which is both methodologically rigorous as well as feasible for the implementation context, and can be replicated in different settings.