The global community has been faced with multiple shocks in recent years, including the COVID-19 pandemic and increasing climate-driven environmental changes. Whether and how people can respond to such shocks depends on multiple factors, collectively referred to as adaptive capacity. Here, we explore how people in five coastal Kenyan communities drew on multiple domains of adaptive capacity to respond to the food security, livelihood, and well-being impacts of COVID-19. We undertook qualitative interviews across three time periods through the first year of the pandemic. We analysed them using a combined deductive and inductive coding strategy based on a recently developed theoretical framework outlining six “domains” of adaptive capacity: assets, flexibility, social organisation, socio-cognitive constructs, learning, and agency. We found that people responded to the impacts of COVID-19 across a continuum from temporary coping strategies to more substantial adaptations and transformations. We not only found that people drew from all six domains of adaptive capacity but identified multiple interdependencies between these domains which shaped how they influenced responses. For example, people’s social networks (part of the organisation domain) played an important role in facilitating their access to assets and learning opportunities, and influenced their socio-cognitive constructs, which in turn influenced the adaptive actions they could take. Our findings suggest that policies and interventions to build adaptive capacity and resilience would benefit from a multi-dimensional approach that accounts for interactions between domains of adaptive capacity.