Ensuring harvest strategies are robust to climate change is a top priority for many fisheries jurisdictions globally because climate change is altering ecosystem structure and the productivity of marine species. We outline a range of approaches for incorporating climate change impacts within harvest strategies, including the use of extended stock assessments, multi-species and ecosystem models, revised management reference points such as dynamic B0, implementing regime shifts in model parameters, the provision of climate-sensitive catch advice, projections under alternative climate change scenarios, and expanded use of management strategy evaluation. We evaluate the utility of the various approaches against cost, data needs and uncertainty criteria and demonstrate that there is no one-size-fits-all way to incorporate climate change within harvest strategies. These investigations highlight that many of the most costly and data intensive responses will only be applicable in a few cases, necessitating the application of cheaper, less data intensive approaches that have greater associated uncertainty. This is particularly the case in Australia due to relatively low productivity marine ecosystems and limited funding opportunities.