This article statistically evaluates the extent of climate change and variability in the Sahelian countries since 1901. We perform a statistical analysis based on a linear regression model estimated by ordinary least squares (OLS) and on a structural change model estimated at two different scales (countries and agroecological zones) for temperature and precipitation. CRU is the main source of our data but obtained through two different websites. The first database from the World Bank provides temperature and precipitation data from 1901 to 2012 and are provided at the country level. The analysis of agroecological zones is based on an original database from 1901 to 2016 constructed with data available on the website of the Royal Netherlands Institute of Meteorology. The results suggest that climate change has indeed started in all the countries of the Sahel with 1980 being a turning point of global warming. They also suggest that agroecological zones are experiencing climate change and variability, with turning points in 1940 and 1980. Desert and arid areas have experienced a large number of breaks from 1901 to 2016 while in Nigeria, wetlands and non-desert areas experienced several breaks.