To manage water resources effectively, a multiscale assessment of the vulnerability of water resources on the basis of political boundaries and watersheds is necessary. This study addressed issues on the vulnerability of water resources and provided a multiscale comparison of spatial heterogeneity under a climate change background. Using improved quantitative evaluation methods of vulnerabil- ity, the Theil index and the Shannon-Weaver index, we evaluated the vulnerability of water resources and its spatial heterogeneity in the Haihe River Basin in four scales, namely, second-class water resource regions (Class II WRRs), third-class water resource regions (Class III WRRs), Province-Class II WRRs, and Province-Class III WRRs. Results show that vulnerability enhances from the north to south in the different scales, and shows obvious spatial heterogeneity instead of moving toward convergence in multiscale assessment results. Among the Class II WRRs, the Tuhai-Majia River is the most vulnerable area, and the vulnerability of the Luanhe River is lower than that of the north of the Haihe River Basin, which in turn is lower than that of the south of the Haihe River Basin. In the scales of Class III WRRs and Province-Class III WRRs, the vulnerability shows obvious spatial heterogeneity and diversity measured by the Theil index and the Shannon-Weaver index. Multiscale vulnerability assessment results based on political boundaries and the watersheds of the Haihe River Basin innovatively provided in this paper are important and useful to characterize the real spatial pattern of the vulnerability of water resources and improve water resource management.