Pest attack is an important biotic threat to sorghum productivity, and one of the main insect pests of grain sorghum is sugarcane borer (SCB) Diatraea saccharalis. Despite the importance of this insect species, little is known about the relationship between SCB infestation and reduction in sorghum grain yield, as well as on the gain threshold and economic injury level for decision making of pest control. This study evaluated the influence of SCB infestation on plant performance and grain production in three commercial grain sorghum hybrids. Hybrids AG1090, BRS 373, and DKB 590 were planted in three crop seasons in Sete Lagoas, Brazil, and six treatments were assessed in the experiments, consisting of three grain sorghum hybrids with and without the insecticide chlorantraniliprole at 52.5 g a.i. ha−1 under SCB natural infestation. The parameters evaluated on sorghum plants were the length of tunnels, plant height, length and weight of panicles, stem borer injury, and grain yield. The infestation of SCB was higher when sorghum plants were not treated with insecticide, resulting in lower productivity. The use of insecticide increased plant height, reduced tunnel length, and increased panicle length and weight. Hybrids only affected panicle weight. The hybrid that presented the highest panicle weight when using the insecticide was AG 1090. Hybrids AG 1090 and DKB 590 showed reduced grain production with increasing gallery length, whereas BRS 373 did not show a significant correlation, which may suggest a certain level of tolerance to SCB attack. This is the first study that determines the gain threshold and economic injury level and that effectively shows how much grain yield is lost by SCB attack in grain sorghum hybrids.