Drought severely affects global food production. Sorghum is a typical drought-resistant model crop. Based on RNA-seq data for Sorghum with multiple time points and the gray correlation coefficient, this paper firstly selects candidate genes via mean variance test and constructs weighted gene differential co-expression networks (WGDCNs); then, based on guilt-by-rewiring principle, the WGDCNs and the hidden Markov random field model, drought-responsive crucial genes are identified for five developmental stages respectively. Enrichment and sequence alignment analysis reveal that the screened genes may play critical functional roles in drought responsiveness. A multilayer differential co-expression network for the screened genes reveals that Sorghum is very sensitive to pre-flowering drought. Furthermore, a crucial gene regulatory module is established, which regulates drought responsiveness via plant hormone signal transduction, MAPK cascades, and transcriptional regulations. The proposed method can well excavate crucial genes through RNA-seq data, which have implications in breeding of new varieties with improved drought tolerance.