Drought associated with climate change has increasingly endangered the sustainability and potential of agriculture, notably crop production. Therefore, there is a need to develop adaptive and resilient crop varieties for sustainable crop production and food systems. Sorghum [Sorghum bicolor (L.) Moench] is a vital crop in drought-prone areas, supporting the livelihoods of over 750 million people globally. Sorghum grain yield is low in arid and semi-arid regions, with a mean of 0.9 t/ha compared to the global average of 2.5 t/ha due to a lack of improved varieties tolerant to recurrent drought and heat and biotic constraints and desirable product profiles. Integrative breeding for early maturity, high harvest index, and water use efficiency (WUE) is an economical and sustainable strategy to improve sorghum productivity and mitigate drought effects. These are crucial proxy traits that can guide sorghum improvement for drought tolerance, but current information regarding their simultaneous selection and breeding progress is sparse and scattered; hence, the review aims to address this gap. The paper highlights innovations and advances in sorghum improvement and progress towards early maturity, high harvest index, and WUE. The first section examines the impact of drought on sorghum production, integrative pre-breeding and breeding of sorghum, opportunities for breeding early-maturing, high-yielding, and water-use-efficient sorghum varieties, and the associated breeding progress and genetic gains. Further, it outlines the opportunities and challenges of the available breeding methods for developing climate-smart, early-maturing, and drought-tolerant sorghum varieties. The information presented in this paper can guide agronomists and breeders in developing and deploying new-generation sorghum varieties with integrative traits adapted to arid and semi-arid regions.