This study sought to determine the sensitivity index of the smallholder households' activities to climate shocks with the intent of formulating appropriate programmes and policies in Kenya. The qualitative and quantitative data collected using questionnaires from 390 households were analysed by use of metric of sensitivity and chi-square goodness of fit test. The study revealed that smallholders who relied on farming activity alone had a sensitivity of 43.17% to climate shocks while those who relied on non-farming activities had a sensitivity of 36.40%. When the households engaged in both farming and non-farming, the sensitivity decreased by 21.20% due to the interactions between the two activities. Although the sensitivity percentage for the households who engaged in the two activities is low, sensitivity was statistically significant (P=0.000). Despite the significant sensitivity to climate shocks, the farming sector was ranked as more important (81.5%) than other livelihood activities. The study recommended that the Government in partnership with stakeholders develops interventions for adaptation options and skills in the diversification of livelihoods options.