Climate change exposes more frequent natural hazards and physical vulnerabilities to the built and natural environments. Extreme precipitation and temperature events will have a significant impact on both the natural environment and human society. However, it is unclear whether precipitation and temperature extremes increase physical vulnerabilities across scales and their links with large-scale climate indices. This study investigates the relationship between precipitation and temperature extremes, as recommended by the Expert Team on Climate Change Detection and Indices (ETCCDI), and large scale climatological phenomenon indices (Indian Summer Monsoon Index (ISMI), Arctic Oscillation (AO), and North Atlantic Oscillation (NAO)), using India as a case study. Our findings show that extreme warm indices were primarily negatively related to ISMI and positively related to extreme cold indices. According to Pearson’s correlation coefficients and Wavelet Transform Coherence (WTC), extreme warm indices were negatively related to ISMI and positively related to extreme cold indices. The extreme precipitation indices had a significant positive relationship, primarily with AO. Furthermore, from 1951 to 2018, India experienced an increase in warm extremes over western, central, and peninsular India, while cold indices increased over northwest India. Precipitation extremes of more than one day, more than five days, very wet and extremely wet days have increased across India except in the Indo-Gangetic plains, while heavy and very heavy precipitation days, consecutive wet days, and consecutive dry days have decreased.