Climate change impacts on agriculture will interact with those arising from socio-economic changes in complex ways. Understanding the consequences for agriculture requires an integrated (or holistic) modelling framework. Four key challenges in regional integrated modelling of agricultural systems are identified: (1) better characterisation of model structural uncertainty and its propagation through the modelled system; (2) improved representation of the importance of non-climate drivers on both the supply and demand sides of agriculture; (3) enabling adaptive capacity to be modified by evolving future socio-economic conditions; and (4) incorporating objective targets or goals for adaptation. Future integrated modelling studies that recognise both the uncertainty in climate and socio-economic change and the sensitivity of the uptake and effectiveness of agricultural adaptation options to socio-economic change will provide a more comprehensive understanding of the future challenges and opportunities facing agriculture and an improved basis for planning responses.