The article introduces and exemplifies the approach of evidence-based narratives (EBN). The methodology is a product of co-design between policy-making and science, generating robust intelligence for evidence-based policy-making in the Directorate General for Research and Innovation of the European Commission (DG RTD) under the condition of high uncertainty and fragmented evidence. The EBN transdisciplinary approach tackles practical problems of future-oriented policy-making, in this case in the area of programming for research and innovation addressing the Grand Societal Challenge related to climate change and natural resources. Between 2013 and 2018, the EU-funded RECREATE project developed 20 EBNs in a co-development process between scientists and policy-makers. All EBNs are supported with evidence about the underlying innovation system applying the technological innovation systems (TIS) framework. Each TIS analysis features the innovation, its current state of market diffusion and a description of the innovation investment case. Indicators include potential future market sizes, effects on employment and environmental and social benefits. Based on the innovation and TIS function analyses, the EBNs offer policy recommendations. The article ends with a critical discussion of the EBN approach.