With the intensification of global climate change in recent years, climate adaptation planning has become a critical topic in urban governance. Copenhagen has made significant progress in addressing urban flooding and stormwater challenges, gradually establishing a climate adaptation planning framework centered on stormwater management. This paper reviews its evolution, framework, localized theories, innovative tools, and technologies and explores its novel practices in stormwater management. Then, we summarized Copenhagen’s hierarchical control and blue-green coordinated planning strategies and illustrated how Copenhagen achieves a balanced development between the built environment and blue-green space through case studies at various scales. Finally, insights are provided from four aspects: integrating blue-green-gray infrastructure in territorial spatial planning, the multi-scale stormwater management system, the mechanism for transitioning flagship projects into regular practice, and the multi-level, multi-stakeholder participation mechanism. This study aims to provide feasible insights into goal setting, management mode, and practical approaches for climate adaptation planning and stormwater management in China.