Sorghum is a cereal crop with key agronomic traits of drought and heat stress tolerance, making it an ideal food and industrial commodity for hotter and more arid climates. These stress tolerances also present a useful scientific resource for studying the molecular basis for environmental resilience. Here we provide an extensive review of current transcriptome and proteome works conducted with laboratory, greenhouse, or field-grown sorghum plants exposed to drought, osmotic stress, or treated with the drought stress-regulatory phytohormone, abscisic acid. Large datasets from these studies reveal changes in gene/protein expression across diverse signaling and metabolic pathways. Together, the emerging patterns from these datasets reveal that the overall functional classes of stress-responsive genes/proteins within sorghum are similar to those observed in equivalent studies of other drought-sensitive model species. This highlights a monumental challenge of distinguishing key regulatory genes/proteins, with a primary role in sorghum adaptation to drought, from genes/proteins that change in expression because of stress. Finally, we discuss possible options for taking the research forward. Successful exploitation of sorghum research for implementation in other crops may be critical in establishing climate-resilient agriculture for future food security.