In this research, we employed a statistical approach to examine the relationship between the yield of selected cereal crops and temperature (in centigrade) and precipitation (in millimeters) for the period 1995 – 2006 in Nigeria. The analyses focused on maize, rice, millet and guinea corn for all the states in Nigeria for the period of 1995 -2006. Data for annual yield of selected cereal crops for all the time period were collected from the Nigeria Bureau of Statistics (N.B.S). Data on the two important climate variables required for crop growth - temperature and precipitation – used for the analysis were obtained from the Nigerian Metrological Agency. The response of cowpea yield to climate change varied from one geographical location to the other. The results indicated positive response of the yield of the cereal crops to increase in temperature which is possibly due to other factors that serve in cushioning the effect of the temperature such as irrigation; rainfall has positive relationship with the yield of the cereal crops except for millet; the positive coefficient of trend variable shows a positive relationship with the yield of selected cereal crops. The results of the elasticity of cereals yield to climate variables show that the yield of rice is inelastic to rainfall but negatively elastic to temperature. However, while maize, millet and guinea corn yield are not appreciably elastic to precipitation they were elastic to temperature changes.These results also reveal that with the passage of years and climate factors running contrary to agricultural productivities, cereal crops farmers in Nigeria were adopting new measures to cope with the negative effect of climate change. Climate adaptation measures include the use of drought or heat resistant varieties, early sowing, mixed cropping, tillage system alteration and the utilization of land that has been considered too marginal for agricultural cultivation reduces the negative effects of climate change on cereal crops yield and enhance the positive factors.