Climate change involves human societies in problems of loss: depletion, disappearance, and collapse. The climate changes and changes other things, in specifically destructive ways. What can and should sociology endeavour to know about this particular form of social change? This article outlines the sociology of loss as a project for sociological engagement with climate change, one that breaks out of environmental sociology as the conventional silo of research and bridges to other subfields. I address four interrelated dimensions of loss that climate change presents: the materiality of loss; the politics of loss; knowledge of loss; and practices of loss. Unlike “sustainability”—the more dominant framing in the social sciences of climate change—the sociology of loss examines what does, will, or must disappear rather than what can or should be sustained. Though the sociology of loss requires a confrontation with the melancholia of suffering people and places, it also speaks to new solidarities and positive transformations.