Climate change is a major threat to agricultural productivity, particularly in semi-arid and rainfed regions where climate-resilient crops are vital for food and nutritional security. Using district-level panel data from International Crops Research Institute for the Semi-Arid Tropics (ICRISAT) and the Directorate of Economics and Statistics (DES), this study investigates the impact of climate change and resource allocation on millet productivity in major millet-producing states in India from 1966–2015. To estimate the impact of temperature, water deficit, irrigation, fertiliser, rainfall and crop diversification on millet productivity, a fixed-effect panel regression model is conducted. The results indicate that the effect of climate change differs among different millet crops of India. The productivity of overall millets, pearl millet and finger millets is considerably reduced by rising temperatures, while kharif sorghum, rabi sorghum and pearl millet are adversely affected by water deficit. The negative impact of interaction between temperature and irrigation suggests that irrigation alone is insufficient to mitigate heat stress. Even though millets are known as climate-resilient crops, their responses to climatic conditions vary among different types of millets. The results point out the necessity of crop-specific adaptation strategies, efficient resource management and consistent investment in resilient millet production to enhance sustainable agriculture, food and nutritional security in a situation of climate change in India.