The European Union (EU) has long portrayed itself as a leader in international climate governance. In addition to its own internal climate targets and legislation, the EU has also sought to implement this ambition through a variety of external activities, ranging from active participation in multilateral negotiations, prioritizing climate discussions in geopolitical fora, promoting climate policies in bilateral relations with partner countries, regions and more. The EU Global Strategy’s call for more joined-up action across external activities as well as the European Green Deal’s ambition to tackle the climate crisis in a comprehensive, cross-sectoral fashion, are two noticeable examples. This increased emphasis on climate within the EU’s external activities means that the EU now incorporates climate-related concerns into a variety of previously-unrelated issue areas, such as development, trade, transport, security, and energy, and associated foreign policy instruments. Various of concepts have been proposed to explain and understand this development, but it is unclear whether they help us better grasp the nature of the change in EU external climate activities. This paper aims to make sense of the increasing incorporation of climate objectives into other areas of EU external activities. First, we investigate the explanatory potential of different concepts to understand the incorporation, nexusification, integration, mainstreaming, and linkage of climate policies into wider external policies. We offer a conceptual contribution to the literature, by way of distinguishing different ways of understanding the linking between EU external activities across policy sectors. Second, we illustrate our conceptual discussion based on three examples, namely the incorporation of climate objectives within the security, transport, and agricultural domains. These cases add further nuance to our conceptual findings, allowing to dissect synergetic and conflictive aspects in the EU’s efforts to put the fight against climate change at the heart of its external policies.