The frequency and intensity of extreme climate events are increasing all around the world, due to climate change. Climate adaptation strategies are therefore needed, since mitigation strategies alone are not sufficient to avoid serious impacts of climate change. However, adaptation to climate change is not straightforward, as it is highly influenced by diverse and conflicting interests as well as epistemological (or scientific) uncertainties. Therefore, a minimum requirement for its success is the active participation of stakeholders and citizens in the adaptation policy cycle. This paper presents a case study on a participatory process involving civil servants from different municipalities in Malaysia, in Southeast Asia, with a view to considering the optimal level of engagement that is required for climate adaptation planning. The exercise consisted of a Focus Group session, where participants were asked to discuss the level of stakeholder and citizen participation that should be adopted within the Global Covenant of Mayors for Climate and Energy initiative. Contrary to authors' expectations, the participants tended to suggest medium to high levels of participation in the planning process. During the dialogues, a walking activity through the city, aimed at identifying hotspots of climate risks and defined as "safety walks", was one of the ideas proposed as a high-potential participatory method, spreading in the adaptation framework. Safety walks could complement climate modelling and enhance the robustness of climate risk assessments.