Seedling root traits impact plant establishment under challenging environments. Pearl millet is one of the most heat and drought tolerant cereal crops that provides a vital food source across the sub-Saharan Sahel region. Pearl millet's early root system features a single fast-growing primary root which we hypothesize is an adaptation to the Sahelian climate. Using crop modeling, we demonstrate that early drought stress is an important constraint in agrosystems in the Sahel where pearl millet was domesticated. Furthermore, we show that increased pearl millet primary root growth is correlated with increased early water stress tolerance in field conditions. Genetics including genome-wide association study and quantitative trait loci (QTL) approaches identify genomic regions controlling this key root trait. Combining gene expression data, re-sequencing and re-annotation of one of these genomic regions identified a glutaredoxin-encoding gene PgGRXC9 as the candidate stress resilience root growth regulator. Functional characterization of its closest Arabidopsis homolog AtROXY19 revealed a novel role for this glutaredoxin (GRX) gene clade in regulating cell elongation. In summary, our study suggests a conserved function for GRX genes in conferring root cell elongation and enhancing resilience of pearl millet to its Sahelian environment.