Climate change can limit yields of naturally resilient crops, like sorghum, challenging global food security. Agriculture under an erratic climate requires tapping into a reservoir of flexible adaptive loci that can lead to lasting yield stability under multiple abiotic stress conditions. Domesticated in the hot and dry regions of Africa, sorghum is considered a harsh crop, which is adapted to important stress factors closely related to climate change. To investigate the genetic basis of drought stress adaptation in sorghum, we used a multi-environment multi-locus genome-wide association study (MEML-GWAS) in a subset of a diverse sorghum association panel (SAP) phenotyped for performance both under well-watered and water stress conditions. We selected environments in Brazil that foreshadow agriculture where both drought and temperature stresses coincide as in many tropical agricultural frontiers. Drought reduced average grain yield (Gy) by up to 50% and also affected flowering time (Ft) and plant height (Ph). We found 15 markers associated with Gy on all sorghum chromosomes except for chromosomes 7 and 9, in addition to loci associated with phenology traits. Loci associated with Gy strongly interacted with the environment in a complex way, while loci associated with phenology traits were less affected by G × E. Studying environmental covariables potentially underpinning G × E, increases in relative humidity and evapotranspiration favored and disfavored grain yield, respectively. High temperatures influenced G × E and reduced sorghum yields, with a ~ 100 kg ha-1 average decrease in grain yield for each unit increase in maximum temperature between 29 and 38 °C. Extreme G × E for sorghum stress resilience poses an additional challenge to breed crops for moving, erratic weather conditions.