Developing drought resistant cereal crops continues to be a major challenge in the climate change scenario. Sorghum is a C4 crop and its yield levels are highly affected by terminal drought stress under rainfed conditions. Efficient screening methods coupled with high throughput phenotyping techniques are required for breeding climate resilient crops. Plant adaptation to drought stress is manifested by several modifications at morphological, anatomical, physiological levels. Several mechanisms including osmotic adjustments, stay green, leaf rolling, waxyness on stem, root morphology and its architecture, transpiration efficiency, secretion of soluble solutes are known to play important role in bringing drought tolerance. Several breeding methods have been proposed and a single method may not hold good for all the crop species. Recombination, mutation and molecular breeding methods are mainly used for breeding drought resistant plants. At molecular level, several QTL's governing pre- and post flowering drought tolerance have been identified in cereals and specifically in sorghum. At genome level, genes involved in proline metabolism, transmembrane ion transporter, abscisic acid metabolism, etc., are known to be upregulated under water deficit conditions. Recent studies on transcriptome analysis showed that genes which are expressed in sensitive plants are related to stress responses and oxy reduction reactions. Recently high throughput phenotyping tools have been developed to associate drought responsive traits to genomic regions governing quantitative traits. In this review, detailed mechanisms and breeding approaches related to drought stress in cereals and specifically in sorghum are discussed.