This study measures the vulnerability of households to food insecurity by measuring the risk or threat posed by climate change. This is conducted using multilevel or hierarchal regression, an extension of the Three Stage Least Squares model. Unlike the standard ordinary least squares regression model, this model can produce estimates of different hierarchal levels and produce unbiased reliable standard errors. With a sample size of 18,444 households nested within nine provinces, the findings show that climate change is a reality in South Africa, and it poses serious threats that expose households to future food consumption inadequacies. This study also offers a deeper understanding of the different sources of vulnerabilities among these households. Poverty or structural-induced vulnerability emerged as the main source of vulnerability for South African households. Climate change-induced vulnerabilities were also found to be prevalent and detrimental in rural areas with Limpopo and Eastern Cape being the most vulnerable provinces.