Water limits global agricultural production. Increases in global aridity, a growing human population, and the depletion of aquifers will only increase the scarcity of water for agriculture. Water is essential for plant growth and in areas that are prone to drought, the use of drought-resistant crops is a long-term solution for growing more food for more people with less water. Sorghum is well adapted to hot and dry environments and has been used as a dietary staple for millions of people. Increasing the drought resistance in sorghum hybrids with no impact on yield is a continual objective for sorghum breeders. In this review, we describe the loci, quantitative trait loci (QTLs), or genes that have been identified for traits involved in drought avoidance (water-use efficiency, cuticular wax synthesis, trichome development and morphology, root system architecture) and drought tolerance (compatible solutes, pre- and post-flowering drought tolerance). Many of these identified genes and QTL regions have not been tested in hybrids and the effect of these genes, or their interactions, on yield must be understood in normal and drought-stressed conditions to understand the strength and weaknesses of their utility.