There is growing global recognition of the need to improve agricultural water management if we are to achieve sustainable food production systems which ensure future food security whilst maintaining ecosystem services, strengthening capacity for adaptation to climate change and averting degradation of land and soil quality. This chapter reviews state-of-the-art knowledge on how to increase water productivity in rainfed agriculture. It examines concepts, methods, constraints and examples drawn from both developing and developed countries, with a particular emphasis on small-scale farmers in the dry lands of sub-Saharan Africa (SSA), and West Asia and North Africa (WANA).