In The Gambia, climate change has affected, and continues to affect, the agriculture sector. Thus, there is a need to develop and understand effective agricultural adaptation policies. The present study used protection motivation theory to describe farmers’ adoption of climate change adaptation measures in the Central River Region of The Gambia. Primary data were collected in eight communities of the region. A transect walk was conducted, followed by a survey of farmers (n = 283). Perception data collected referred back to the past 20 years, with stated implementation addressing current adaptation practices. Results showed that the perception variables, namely, severity, ability to withstand, and internal barriers, were significantly correlated with protection motivation, while protection motivation and stated implementation for water conservation technique were strongly correlated. Structural equation modeling confirmed the mediation role of protection motivation between farmers’ “stated implementation” of adaptation measures and their perception of climate variability. A decrease in soil water storage capacity, degradation of the quality of soil surface structure, and a decrease of the length of the growing season are all factors that motivate farmers to implement an adaptation measure. The cost of the implementation and farmers’ vulnerability are factors that prevent implantation of adaptation measures. This study suggested that farmers’ resilience should be improved and adaptation measures should be subsidized in order to make them more accessible to farmers.