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.