The study empirically explored the effects of variability in climate parameters on yield of two grain crops grown in Nigeria (millet and sorghum). This study was based on time series data obtained from various sources spanning from 1970 to 2012. Data obtained were analyzed using fully Modified Ordinary Least Square (FM-OLS) approach. The results showed that land area expansion (lnarea) exerted a significant effect on yield of sorghum in the study at a 5% level of significance within the period of study. For millet, the results indicated that climate variable (mean annual temperature), CO2 emissions as well as land area expansion significantly impacted on the yield of the crop in the study. It is recommended that land expansion should be accompanied by intensive utilization of inputs which could help to boost the yield of sorghum and millet in the study area.