Transcription factors (TFs) are the regulatory proteins that act as molecular switches in controlling stress responsive gene expression. Among them MYB transcription factor family is one of the largest TF family in plants, playing a significant role in plant growth, development, phytohormone signaling and stress-responsive processes. Pearl millet (Pennisetum glaucum L.) is one of the most important C4 crop plant of the arid and semi-arid regions of Africa and South-east Asia for sustaining food and fodder productions. To explore the evolutionary mechanism and functional diversity of the MYB family in pearl millet, we conducted a comprehensive genome-wide survey and identified 279 MYB TFs (PgMYB) in pearl millet and distributed unevenly across seven chromosomes of pearl millet. Phylogenetic analysis of identified PgMYBs classified them into 18 subgroups and members of the same group showed a similar gene structure and conserved motif/s pattern. Further, duplication events were identified in pearl millet that indicated towards evolutionary progression and expansion of the MYB family. Transcriptome data and relative expression analysis by qRT-PCR identified differentially expressed candidate PgMYBs (PgMYB2, PgMYB9, PgMYB88 and PgMYB151) under dehydration, salinity, heat and phytohormones (ABA, SA and MeJA) treatment. Taken together, this study provides valuable information for a prospective functional characterization of MYB family members of pearl millet and genetic improvement of crop plants.