Many studies have examined the role of mean climate change in agriculture, but an understanding of the influence of inter-annual climate variations on crop yields in different regions remains elusive. We use detailed crop statistics time series for ~13,500 political units to examine how recent climate variability led to variations in maize, rice, wheat and soybean crop yields worldwide. While some areas show no significant influence of climate variability, in substantial areas of the global breadbaskets, >60% of the yield variability can be explained by climate variability. Globally, climate variability accounts for roughly a third (~32–39%) of the observed yield variability. Our study uniquely illustrates spatial patterns in the relationship between climate variability and crop yield variability, highlighting where variations in temperature, precipitation or their interaction explain yield variability. We discuss key drivers for the observed variations to target further research and policy interventions geared towards buffering future crop production from climate variability.