Climate influenced hazards such as landslides, wildfires and flood pose a major threat to infrastructure, properties and lives every year. These natural hazards have a complex and cascading nature. Therefore, multi-hazard risk assessment is essential for infrastructure management and mitigation efforts to reduce the impacts of natural hazards. The influence of climate change has become increasingly important in such assessments, as shifts in the frequency and intensity of extreme weather events can directly affect hazard triggering conditions. However, the extent to which climate change will alter the intensity of multiple interacting hazards requires further investigation. In this study, we develop a data-driven framework to assess risks associated with landslides, flood and wildfires and combine them to derive a multi-hazard index. We apply this framework to evaluate how multi-hazard risk evolves across California under future environmental conditions and socioeconomic pathways. Overall, the results indicate that the multi-hazard risk index increases through 2100 over most regions of the state.