Millets have increasingly gained recognition as resilient, small-seeded cereal crops with immense potential for global food security and genetic improvement. These crops are of immense importance due to their ability to grow under harsh agro-climatic conditions, making them a sustainable and reliable food source. Millet requires minimal inputs, exhibits short growth cycles and provides farming communities with a stable source of income and livelihood, thereby reducing vulnerability to crop failure and market fluctuations. However, millet production faces several challenges, especially abiotic stresses like drought, salt stress and heat stress, which disrupt vital biological processes and lower productivity. Fortunately, various strategies have been successfully implemented to address these issues and improve millet yields. This review emphasises the role of millets in environmental security and sustainable agriculture and critically discusses the major abiotic stress challenges and available management and improvement strategies to ensure their sustained productivity.