The apetala2/ethylene response factor (AP2/ERF) gene family plays a crucial role in regulating plant growth and development and responding to different abiotic stresses (e.g., drought, heat, cold, and salinity). However, the knowledge of the ERF family in pearl millet remains limited. Here, a total of 167 high-confidence PgERF genes are identified and divided into five subgroups based on gene-conserved structure and phylogenetic analysis. Forty-one pairs of segmental duplication are found using collinear analysis. Nucleotide substitution analysis reveals these duplicated pairs are under positive purification, indicating they are actively responding to natural selection. Comprehensive transcriptomic analysis reveals that PgERF genesare preferentially expressed in the imbibed seeds and stem (tilling stage) and respond to heat, drought, and salt stress. Prediction of the cis-regulatory element by the PlantCARE program indicates that PgERF genes are involved in responses to environmental stimuli. Using reverse transcription quantitative real-time PCR (RT-qPCR), expression profiles of eleven selected PgERF genes are monitored in various tissues and during different abiotic stresses. Transcript levels of each PgERF gene exhibit significant changes during stress treatments. Notably, the PgERF7 gene is the only candidate that can be induced by all adverse conditions. Furthermore, four PgERF genes (i.e., PgERF22, PgERF37, PgERF88, and PgERF155) are shown to be involved in the ABA-dependent signaling pathway. These results provide useful bioinformatic and transcriptional information for understanding the roles of the pearl millet ERF gene family in adaptation to climate change.