Sorghum is an important dual-purpose crop of India grown for food and fodder. Prevailing weather conditions during the crop growth period determine the yield of sorghum. Hence, the crop yield forecasting models based on weather parameters will be an appropriate option for policymakers and researchers to develop sustainable cropping strategies. In the present study, six multivariate weather-based models viz., least absolute shrinkage and selection operator (LASSO), elastic net (ENET), principal component analysis (PCA) in combination with stepwise multiple linear regression (SMLR), artificial neural network (ANN) alone and in combination with PCA and ridge regression model are examined by fixing 90% of the data for calibration and remaining dataset for validation to forecast rabi sorghum yield for different districts of Karnataka. The R2 and root mean square error (RMSE) during calibration ranged between 0.42 to 0.98 and 30.48 to 304.17 kg ha−1, respectively, without actual evapotranspiration (AET) whereas, these evaluation parameters varied from 0.38 to 0.99 and 19.84 to 308.79 kg ha−1, respectively with AET inclusion. During validation, the RMSE and nRMSE (normalized root mean square error) varied between 88.99 to 1265.03 kg ha−1 and 4.49 to 96.84%, respectively without AET and including AET as one of the weather variable RMSE and nRMSE were 63.48 to 1172.01 kg ha−1 and 4.16 to 92.56%, respectively. The performance of six multivariate models revealed that LASSO was the best model followed by ENET compared to PCA_SMLR, ANN, PCA_ANN and ridge regression models because of reduced overfitting through penalisation of regression coefficient. Thus, it can be concluded that LASSO and ENET weather-based models can be effectively utilized for the district level forecast of sorghum yield.