The Sudan-Sahel region has long been vulnerable to environmental change. However, the intensification of global warming has led to unprecedented challenges that require a detailed understanding of climate change for this region. This study analyzes the impacts of climate change for Burkina Faso using eleven climate indices that are highly relevant to Sudan-Sahelian societies. The full ensemble of statistically downscaled NEX-GDDP-CMIP6 models (25 km) is used to determine the projected changes for the near (2031-2060) and far future (2071-2100) compared to the reference period (1985-2014) for different SSPs. Validation of the climate models against state-of-the-art reference data (CHIRPS and ERA5) shows reasonable performance for the main climate variables with some biases. Under the SSP5-8.5, Burkina Faso is projected to experience a substantial temperature increase of more than 4.3°C by the end of the century. Rainfall amount is projected to increase by 30% under the SSP5-8.5, with the rainy season starting earlier and lasting longer. This could increase water availability for rainfed agriculture but is offset by a 20% increase in evapotranspiration. The country could be at increased risk of flooding and heavy rainfall in all SSPs and future periods. Due to the pronounced temperature increase, heat stress, discomfort, and cooling degree days are expected to strongly increase under the SSP8.5 scenarios, especially in the western and northern parts. Under the SSP1-2.6 and SSP5-8.5, the projected changes are much lower for the country. Thus, timely implementation of climate change mitigation measures can significantly reduce climate change impacts for this vulnerable region.