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Food security and agriculture productivity assessments in sub‐Saharan Africa (SSA) require a better understanding of how climate and other drivers influence regional crop yields. In this paper, our objective was to identify the climate signal in the realized yields of maize, sorghum, and groundnut in SSA. We explored the relation between crop yields and scale‐compatible climate data for the 1962–2014 period using Random Forest, a diagnostic machine learning technique. We found that improved agricultural technology and country fixed effects are three times more important than climate variables for explaining changes in crop yields in SSA. We also found that increasing temperatures reduced yields for all three crops in the temperature range observed in SSA, while precipitation increased yields up to a level roughly matching crop evapotranspiration. Crop yields exhibited both linear and nonlinear responses to …