This study assessed the impact of exchange rate volatility and public expenditure on selected crop output in Nigeria from 1981 to 2018. Time series data for the study were obtained from the Central Bank of Nigeria (CBN). Inferential statistics such as Co-integration analysis, Error Correction Model (ECM) and Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model were employed alongside some preliminary unit root tests. All the variables achieved stationarity after the first difference, which prompted the application of co-integration analysis. The Co-integration tests showed the existence of long-run equilibrium relationships among the variables. The result of ECM indicates that the exchange rate is positive and significant. Government expenditure showed a positive effect on crop output, and the ARCH and GARCH test for exchange rate volatility reveals that the exchange rate is weakly volatile in Nigeria within the study period. Policies and recommendations are also discussed.