Environmental challenges in the Vietnamese Mekong Delta characterized by adverse impacts of climate change, upstream hydropower development and localized dyke expansion present imperatives for rural farmers to “learn to adapt.” However, little is known about how learning contributes to improving their capacity in adapting to these “wicked” problems. This study investigates potential effects of farmers’ learning on their adaptive capacity, utilizing nine focus group discussions, 33 interviews, and a structured survey of 300 farmers. The exploratory factor analysis produced two factors for social learning: (1) learning through social interactions and (2) self-reflection, and one factor for adaptive capacity. The regression results show that the social learning factors have significantly positive effects on adaptive capacity. Farmers with a higher level of social learning are likely to demonstrate higher adaptive capacity. The findings call for policy considerations to promote learning in a broader context of the delta to enhance local capacity.