In the coming decades, the already fragile agricultural system in West Africa will face further challenges in meeting food security, both from increasing population and from the impacts of climate change. Optimal prioritization of adaptation investments requires the assessment of various possible adaptation options and their uncertainties; successful adaptations of agriculture to climate change should not only help farmers deal with current climate risks, but also reduce negative (or enhance positive) impacts associated with climate change using robust climate projections. Here, we use two well-validated crop models (APSIM v7.5 and SARRA-H v3.2) and an ensemble of downscaled climate forcing from the CMIP5 models to assess five possible and realistic adaptation options for the production of the staple crop sorghum (Sorghum bicolor Moench.): (i) late sowing, (ii) intensification of seeding density and fertilizer use, (iii) increasing cultivars’ thermal time requirement, (iv) water harvesting, and (v) increasing resilience to heat stress during the flowering period. We adopt a new assessment framework to account for both the impacts of proposed adaptation options in the historical climate and their ability to reduce the impacts of future climate change, and we also consider changes in both mean yield and inter-annual yield variability. We target the future period of 2031–2060 for the “business-as-usual” scenario (RCP8.5), and compare with the historical period of 1961–1990. Our results reveal that most proposed “adaptation options” are not more beneficial in the future than in the historical climate (−12% to +4% in mean yield), so that they do not really reduce the climate change impacts. Increased temperature resilience during the grain number formation period is the main adaptation that emerges (+4.5%). Intensification of fertilizer inputs can dramatically benefit yields in the historical/current climate (+50%), but does not reduce negative climate change impacts except in scenarios with substantial rainfall increases. Water harvesting contributes to a small benefit in the current climate (+1.5% to +4.0%) but has little additional benefit under climate change. Our analysis of uncertainties arising from crop model differences (conditioned on the used model versions) and various climate model projections provide insights on how to further constrain uncertainties for assessing future climate adaptation options.