<p>Millets are crucial to the nutritional security and livelihoods of millions in India, making it essential to understand how changing climatic patterns influence their yields to inform sustainable agricultural strategies. Against this background, this study aims to empirically examine the sensitivity of millet yields to climate change in India. Using 53 years of annual time-series data (1970–2022), this study analyzes the short-run and long-run effects of climatic and non-climatic factors on millet yields by employing the Autoregressive Distributed Lag (ARDL) approach. The results of the bounds test confirmed the existence of a long-run cointegrating relationship between the millets yield and explanatory variables. Maximum temperature has a significant adverse impact on millets’ yield whereas minimum temperature, rainfall and CO₂ emissions have a substantial positive effect in long-run. The adverse impact of rising temperatures on millet yields is likely to have severe long-term consequences for food and nutritional security. Policymakers should focus on climate-resilient strategies like developing heat-tolerant millet varieties and improving irrigation systems to help farmers cope with rising temperatures.</p>