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Increasing within-season dry spells in Southern Africa in recent years have generated growing interest in conservation agriculture (CA) to secure crop yields, especially under rainfed systems. This study aimed to evaluate the effects of CA on finger millet’s (Eleusine coracana (L.) Gaertn) growth, yield and water use efficiency on nutrient-depleted sandy soils. Five treatments, namely (conventional tillage (control), conventional tillage + mulch (partial CA1), reduced tillage only (partial CA2), reduced tillage + mulching (partial CA3) and reduced tillage + mulching + intercropping (full CA)) were evaluated over two consecutive cropping seasons (2015/16 and 2016/17) on-farm in the village of Chidora in Hwedza District, southeast Zimbabwe. All mulched treatments had 15–32% more soil water content over the two growing seasons compared to the control. The higher soil water content under the mulched treatments significantly improved finger millet growth and development during both seasons as evidenced by the lower number of days to emergence (3 days less), greater shoot biomass, higher number of productive tillers and higher number of fingers produced. The full CA treatment achieved the best finger millet grain yield of 1.07 and 1.29 t ha⁻¹ during the 2015/16 and 2016/17 seasons, respectively. Full CA, partial CA3 and partial CA1 increased finger millet grain yield by 70%, 14% and 17% during the 2015/16 cropping season compared to the control. During the 2016/17 cropping season, a similar trend in finger millet grain yield was observed. Full CA was also among the most efficient methods in terms of water utilization (WUE), especially …