Climate change represents a vital challenge in foxtail millet (Panicum italicum L.) production for assuring development of foxtail millet and obtaining high yields in semi-arid and arid regions of China. The objective of this study was to show the impact of climate change on water use efficiency (WUE) of foxtail millet in dry-land areas of China. The study included yield of foxtail millet, soil water content, rainfall, and temperature data of three experimental sites between 1978 and 2007. All data was provided by the meteorological and agricultural administration centers of every location. The results showed that in Pingliang, Yulin, and Huhehot accumulated temperatures increased by 502, 541, and 857 degrees C; rainfall decreased by 75.0, 84.3, and 162.5 mm; WUE of foxtail millet increased by about 0.3 kg ha(-1) mm(-1) when accumulated temperature increased by 100 C; rainfall decreased by 100 mm, which increased WUE of foxtail millet by about 1.2 kg ha(-1) mm(-1). Coefficient of variation (CV) of accumulated temperature and CV of rainfall in Pingliang, Yulin, and Huhehot increased as latitudes of these locations moved up. Average WUE of foxtail millet in these locations increased when CV of accumulated temperature or CV of rainfall moved up. These results indicate that WUE of foxtail millet had an improvement due to climate warming and decreasing rainfall between 1978 and 2007.