Anthropogenic climate change poses profound risks to psychological health and well-being worldwide. Yet, most empirical research on the mental health impacts of climate stress has focused on high-income and relatively less vulnerable regions in Europe and North America. As a result, critical gaps remain in our understanding of how climate-related stressors affect populations in highly exposed, resource-constrained settings. Drawing on representative survey data from 5,800 households across 29 communities in Southwest Bangladesh, this study examines variation in psychological distress using a validated measure of self-reported symptoms experienced in the previous month. We address two core questions: (1) How does recent exposure to climate-related stressors—such as natural disasters, extreme weather, and biodiversity loss—relate to psychological distress? and (2) Which demographic, economic, and social factors amplify or mitigate this relationship? Our analysis pays particular attention to known vulnerability factors (e.g., age, gender, household wealth) as well as to potential sources of resilience, including social support and community infrastructure. Preliminary findings indicate substantial spatial variation in psychological distress, with higher distress levels in communities more frequently exposed to coastal hazards. Social support is associated with reduced distress, though effect sizes are modest. These findings underscore the importance of context-specific, proactive interventions to safeguard mental health in climate-vulnerable regions. They contribute to a growing body of evidence highlighting the complex and multidimensional nature of well-being and resilience in a changing climate.