This paper aims to review the impacts of drought on agricultural land conversion (ALC) on the one hand and the impacts of ALC on intensifying drought on the other. The paper further investigates coping strategies at three levels; i.e., micro (local), meso (national), and macro (international), in order to mitigate drought impacts that are classified as economic, social, and environmental. This paper shows that ALC, drought and coping strategies are in a reciprocal relationship and can have either a positive or negative influence on each other. The paper concludes that the complex and multidimensional nature of drought requires the development of an integrated approach that focuses on the governments' collaboration with different stakeholders. Such an integrated approach can improve drought risk management implementations, decrease vulnerability and construct resilience and coping capacity at all levels in order to deal with droughts.