City governments worldwide are increasingly introducing adaptation actions and climate responses in their policies and agendas, but the speed and success of these initiatives vary widely. Understanding these interventions, barriers and opportunities for urban adaptation remains a challenge for scholars and policy-makers. In this paper, we assess climate adaptation policy in the megacity of São Paulo, Brazil, paying special attention to missed opportunities and potential synergies. We focus on climate policies and urban interventions in São Paulo, specifically on the analysis of documents related to the Municipal Climate Change Policy (launched in 2009) and New Master Plan (concluded in 2014). We describe local responses to climate change already implemented in the city and explore some of the factors that affect its adaptation. We argue that although the megacity has recently implemented innovative urban policies and a set of municipal actions that aim to overcome many of the city's challenges, São Paulo is missing an opportunity to mainstream climate change to improve its adaptive capacity. In exploring some of the local initiatives implemented in recent years, we seek to understand responses to climate change that emerge in Brazilian cities, particularly considering that cities learn from each other to adapt.