This study highlights the perception and the option value of climate information in the sahelian and sudano-sahelian agro-climatic zones of Burkina Faso. It shows that the climate information is asymmetrically distributed to a minority (21.78 %) of the sampled farmers. The analysis reveals that the majority (93%) of the farmers need climate information to guide their decision in planning agricultural activities. Option value shows the interest granted by farmers using climate information. 64% of the farmers willing to pay would pay an average of CFA 546.34 Francs to obtain climate information. The willingness to pay is determined by the ability of the farmers to predict the climate, to use radio as a means of information, awareness of farmers on the previous forecast and early onset of the rainy season. While farmers considered benefit from the use of climate information, it is clear that its contribution to farm income remains a field of research to explore. Thus it is necessary to experiment with individual farms and to evaluate the contribution of climate information to the added value of different crops and farmers' income.