The Shared Socioeconomic Pathways (SSPs) are the new global development trends that inform global and regional climate change research. They have the potential to foster the integration of socioeconomic scenarios within assessments of future climate-related health impacts. To date, such assessments have primarily superimposed climate scenarios on current socioeconomic conditions only. Until now, the few assessments of future health risks that employed the SSPs have focused on future human exposure—i.e., mainly future population patterns—neglecting future human vulnerability. This paper first explores the research gaps—mainly linked to the paucity of available projections—that explain such a lack of consideration of human vulnerability under the SSPs. It then highlights the need for projections of socioeconomic variables covering the wide range of determinants of human vulnerability, available at relevant spatial and temporal scales, and accounting for local specificities through sectoral and regional extended versions of the global SSPs. Finally, this paper presents two innovative methods of obtaining and computing such socioeconomic projections under the SSPs—namely the scenario matching approach and an approach based on experts’ elicitation and correlation analyses—and applies them to the case of Europe. They offer a variety of possibilities for practical application, producing projections at sub-national level of various drivers of human vulnerability such as demographic and social characteristics, urbanization, state of the environment, infrastructure, health status, and living arrangements. Both the innovative approaches presented in this paper and existing methods—such as the spatial disaggregation of existing projections and the use of sectoral models—show great potential to enhance the availability of relevant projections of determinants of human vulnerability. Assessments of future climate-related health impacts should thus rely on these methods to account for future human vulnerability—under varying levels of socioeconomic development—and to explore its influence on future health risks under different degrees of climate change.