Head smut caused by Tolyposporium penicillariae Bref. is a devastating fungal disease that cause up to 30% yield losses in pearl Millet (Pennisetum glaucum (L.) R.Br.). An experiment was carried out in two sites (Koibatek and Marigat) in Kenya to estimate the losses in grain yield due to head smut at varying levels of susceptibility in 50 promising advanced pearl millet genotypes. The test germplasm were planted in a complete randomized block design (RCBD) in three replicates during the short rains (Sept -Dec 2011) and long rains (April-July 2012). To assess the yield loss, two experiments were set as sprayed with fungicide to control disease and unsprayed. Results showed that among the tested genotypes, KAT PM1 and ICMV 221 were resistant checks and showed minimum yield loss as compared to the susceptible genotypes, (SDMV 94001 and SDMV 94014) which had highest yield loss. The mean grain yield loss varied between 6.5 and 60.8% in different genotypes. Both incidence and severity of the disease were significantly and positively correlated with losses in grain yield but severity contributed more. The prediction models for estimating yield losses were derived from yield in protected plots compared to none protected plots. Results showed that yield and disease severity were highly significant among the genotypes tested (Fpr <0.001) with yield ranging from 1172-4122 kg ha-1. Overall mean yield for both the seasons in the two sites was 2650 kgs ha-1 for the sprayed experiment and 2390 kgs ha-1 in the diseased plots. The overall yield loss due to head smut was 18%. High yielding genotypes were SDMV 90031, IP 8783, SHIBE, ICMV 96603, ICMV221-1, IP6791 and ICMV 221 Bristled. These were recommended for further evaluation in multi-sites and be released as commercial varieties.