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Indigenous and rural societies who have contributed least to anthropogenic climate change are facing its harshest consequences. One of the greatest challenges of climate change is lack of predictability, especially at the local scale. An estimated 70-80% of the world’s food is produced by smallholders with less than two hectares of land. These small-scale farmers and herders face an ever-shifting ‘new normal’ climate, increasing inconsistency in the seasonality of temperature and precipitation, and higher frequency of what were once considered extreme weather events. Climate variability is disrupting food systems and generating a debilitating anxiety. Anticipatory capacity – the ability to envision possible futures and develop a plan of action to deal with uncertainties – is needed urgently. Communities and researchers must create innovative systems to recognize and respond to climate trends and prepare for a greater range of possible scenarios. To build anticipatory capacity for climate change, communities need systems that are effective at the scale of the village and valley. In this brief communication we suggest a new approach for applied participatory action research to build anticipatory capacity for climate change. Specifically, we describe the development of ecological calendars that integrate indigenous knowledge and scientific data, and therefore require input from both communities of inquirers and communities of practice. We provide a case study of our ongoing work in the Pamir Mountains of Afghanistan, China, Kyrgyzstan, and Tajikistan, where we are in the midst of transdisciplinaryresearch with indigenous agropastoralists.