An important epistemic issue in climate modelling concerns structural uncertainty: uncertainty about whether the mathematical structure of a model accurately represents its target. How does structural uncertainty affect our knowledge and predictions about the climate? How can we identify sources of structural uncertainty? Can we manage the effect of structural uncertainty on our knowledge claims? These are some of the questions that an epistemology of structural uncertainty faces, and these questions are also important for climate scientists and policymakers. I develop (...) three desiderata for an epistemological account of structural uncertainty. In my view, an account of structural uncertainty should identify sources of structural uncertainty, explain how these sources limit the applicability of a model, and show how the severity of structural uncertainty depends on the questions that can be asked of a model. I argue that analyzing structural uncertainty by paying attention to the details of model building can satisfy these desiderata. I focus on parametrizations, which are representations of important processes occurring at scales that are not resolved by climate models. Parametrizations are often thought to be ad-hoc, but I show that some important parametrizations are theoretically justified by explicit or implicit scale separation assumptions. These assumptions can also be supported empirically. Analyzing these theoretical and empirical justificatory roles of the scale separation assumptions can provide insights into how parametrizations contribute to structural uncertainty. I conclude by sketching how my approach can satisfy the desiderata I set out at the beginning, highlighting its importance for policy-relevant scientific statements about the climate. (shrink)