The state of food security in the world, including that of Europe and Central Asia (ECA), was highlighted in 2020 by the outbreak of the COVID-19 pandemic, when the fact that the food security status of millions of people in ECA, particularly the most vulnerable and those living in fragile contexts, would deteriorate if swift action was not taken as soon as possible became apparent. Improving cereal yield is the key for the ECA to achieve the Sustainable Development Goal (SDG) Target 2.1 to end hunger by 2030. Impressive cereal yield growth has been witnessed within the ECA from 1991 to 2020, but there is still significant variation across the five sub-regions. This paper aimed to analyze the evolutionary trends and convergence of cereal yield in countries of the ECA from 1991 to 2020 for four major cereals: wheat, maize, barley and oats. The findings show that there is strong evidence of σ-convergence and absolute and conditional β-convergence for cereal yield in the ECA, which indicates that countries with low yield in the initial stages have totally experienced higher growth rate, and yield in countries farther away from the steady-state have to have faster growth rate to converge to the steady-state. The presence of club convergence is also identified in terms of geographic location and income level, simultaneously. Therefore, cereal yield in the ECA has converged to the whole and to different groups at the same time, which provides some evidence of agricultural technology spillover effect in the region.