The rhizosheath, the layer of soil that adheres strongly to roots, influences water and nutrients acquisition. Pearl millet is a cereal crop that plays a major role for food security in arid regions of sub-Saharan Africa and India. We previously showed that root-adhering soil mass is a heritable trait in pearl millet and that it correlates with changes in rhizosphere microbiota structure and functions. Here, we studied the correlation between root-adhering soil mass and root hair development, root architecture, and symbiosis with arbuscular mycorrhizal fungi and we analysed the genetic control of this trait using genome wide association (GWAS) combined with bulk segregant analysis and gene expression studies. Root-adhering soil mass was weakly correlated only to root hairs traits in pearl millet. Twelve QTLs for rhizosheath formation were identified by GWAS. Bulk segregant analysis on a biparental population validated five of these QTLs. Combining genetics with a comparison of global gene expression in the root tip of contrasted inbred lines revealed candidate genes that might control rhizosheath formation in pearl millet. Our study indicates that rhizosheath formation is under complex genetic control in pearl millet and suggests that it is mainly regulated by root exudation.