Millets are important staple foods in semi-arid tropics of Asia and Africa. Low productivity and susceptibility to biotic and abiotic factors are the major reasons for declining area and productivity of millets in India. As the millets are grown predominantly in the hot and humid rainy season, weeds deprive these crops of vital nutrients and moisture and reduce the yield considerably. Because of wider row spacing and slow initial growth in millets, weeds are more problematic during initial crop growth period, and hence, early control is needed to optimize the yield. The objective of this paper is to review the research that has been conducted pertaining to various aspects of weed management in different millets while also identifying key knowledge gaps that should be addressed in future research. Literature suggests that satisfactory weed control can be achieved with integration of pre-emergence herbicides with one manual/mechanical weeding. Additionally, future research is needed to evaluate the post-emergence herbicides that are the best suited for different millets and millet-based intercropping systems to improve weed control and reduce environmental impacts, including herbicide residues.