Our paper is a reflexive return on an interdisciplinary and participative research program on climate change and its impacts in Burgundy. This work involved the joint participation of researchers in social sciences and in climatology and is also based on exchanges with stakeholders of water resources. To gain knowledge on past climate, scientists use proxies such as tree rings, CO2 levels in ice, dates of grape harvest, etc. We suggest that proxies may find a new place in knowledge construction on current climate change. Climate science can discover in other disciplines such as ecology evidence of recent changes, which represent proxies of climate change. Regular notes on changes recorded by citizens in their daily life environment are also a rich source of proxy indices on climate change; they contribute to knowledge on daily life and practice. Empirical and scientific knowledge, usually reputed to be wide apart, converge on the fact that climate is mainly appraised by proxy indicators. We suggest that connecting knowledges at a local scale will help give insight into climate change. To closely associate the global climate model to local knowledge and real-life experiences is a lever to adapt locally to climate change.