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This article presents an analysis of the response of the annual crop yield in five main dryland cultivations in the United States to different time-scales of drought, and explores the environmental and climatic characteristics that determine the response. For this purpose we analysed barley, winter wheat, soybean, corn and cotton. Drought was quantified by means of the Standardized Precipitation Evapotranspiration Index (SPEI). The results demonstrate a strong response in the interannual variability of crop yields to the drought time-scales in the different cultivations. Moreover, the response is highly spatially variable. Crop types showed considerable differences in the month in which their yields are most strongly linked to drought conditions. Some crops (e.g. winter wheat) responded to drought at medium to long SPEI time-scales, while other crops (e.g. soybean and corn) responded to short or long drought time-scales. The study confirms that the differences in the patterns of crop yield response to drought time-scales are mostly controlled by average climate conditions, in general, and water availability (precipitation), in particular. Generally, we found that there is a weaker link between crop yield and drought severity in humid environments and also that the response tends to occur over longer time-scales.