Climate Change (CC) adaptation and mitigation policy coherence (PC) across sectors is essential to effectively address CC challenges and support synergies. Pakistan is highly vulnerable to CC. In this paper, the extent to which Pakistan’s national and provincial water, agriculture, and energy sector policies, development plans and strategies are aligned in a CC policy coherent manner is established. In this context, a qualitative content document analysis with associated scoring is used to assess government documents. Furthermore, implications of the China–Pakistan Economic Corridor Initiative (CPEC; 2017–2030), the biggest infrastructure investment program ever in Pakistan, are discussed. An important result is that sectoral policies are found to have different degrees of PC. Better coherence is found at federal than at provincial levels. Furthermore, CC policies are found to be more coherently addressed in water and agriculture policies than in energy policies. It is suggested that to achieve higher levels of CC PC, federal and provincial governments should establish mechanisms of intergovernmental consultation for policy-making and cross-sectoral planning, especially in the energy sector. Our findings can help the Government of Pakistan to transform CPEC into a model green Belt and Road Initiative (BRI) in the region. In this context, there are important implications with regards to e.g., reducing coal-based energy projects and environmentally damaging infrastructure activities in sensitive ecosystems. With this paper, the authors want to raise awareness of the key importance of CC PC, particular in context of the BRI. Many countries participating in the initiative have carbon reduction targets in place.