In Mali, over 60% of the population lives in rural areas and about half of them live under the poverty line (World Bank 2017). Since most rural people depend on agriculture as their main source of livelihood, increasing agricultural productivity is crucial for decreasing poverty. This article explores the effectiveness of nitrogen fertilizer for increasing dry-land cereal crop yields. Using the LSMS-ISA and a Sudan-Savanna dataset, simple econometric analysis suggests there is little effect of nitrogen fertilizer use on crop yields. However, when we account for the endogeneity of fertilizer use, we find yield response rates that are within the range reported in the literature. As expected, sorghum yields have a lower response to fertilizer than maize yields. Dryland cereal yield responses to fertilizer are stronger in the Sudan Savanna region (sample) than nationwide (nationally-representative dataset), highlighting the importance of agroecological factors and farming system. Soil texture and practices (anti-erosion structures) affect both yields and estimated effects of fertilizer. We also find phosphorus to be a binding constraint in increasing agricultural productivity. While most emphasis in the literature is placed on understanding nitrogen fertilizer use, it is crucial to promote balanced use of fertilizers so that other complementary nutrients are available in the soil.