Sorghum is an essential food crop for millions of people in the semi-arid regions of the world, where its production is severely limited by drought stress. Drought in the early stages of crop growth and development irreversibly interferes, which leads to poor yield. The effect of drought stress in sorghum was studied at physiological, biochemical, and molecular levels in a set of two genotypes differing in their tolerance to drought. Drought stress was imposed by restraining water for 10 days on 25 days old seedlings. A significant influence of water stress was observed on the considered morpho-physiological and biochemical traits. The genotype DRT1019 exhibited physiological and biochemical indicators of drought avoidance through delayed leaf rolling, osmotic adjustment, ideal gas-exchange system, solute accumulation, an increased level of enzyme synthesis and root trait expression as compared to the ICSV95022 genotype. Furthermore, differences in the metabolite changes viz. total carbohydrate, total amides, and lipids were found between the two genotypes under drought stress. In addition, transcript profiling of potential candidate drought genes such as SbTIP3-1, SbDHN1, SbTPS, and SbDREB1A revealed up-regulation in DRT1019, which corresponded with other important physiological and biochemical parameters exhibited in the genotype. In conclusion, this study provides an improved understanding of whole plant response to drought stress in sorghum. Additionally, our results provide promising candidate genes for drought tolerance in sorghum that can be used as potential markers for drought tolerance breeding programs.