Drought can generally be defined as the extreme persistence of precipitation deficit over a region for a specific period. Eight study locations were picked from the Sudano-Sahelian agro-ecological zones of Nigeria (Bauchi, Bida. Kaduna, Kano, Maiduguri. Sokoto, Nguru, and Katsina) from 1981 to 2015. The Standardized Precipitation Index (SPI), Standardized Precipitation Evaporation Index- Thornthwaite (SPEI.T), Standardized Precipitation Evaporation Index-Hargreaves (SPEI-H) and Standardized Precipitation Evaporation Index-penman (SPEI-P) were used as the primary indicators of meteorological and agricultural droughts. The correlation coefficient shows an increasing correlation among the indices with increasing time scale, with SPI and SPEI-H having the highest correlation. The regression analysis shows a monotonic increasing relationship between indices while SPI vs SPEI-H has the highest correlation coefficient. The number of drought occurrences captured by the indices also increases with increasing time scale with SPEI-P detecting the highest number of drought events. All the drought indices reflect the historical drought periods between 1982-1989, 1992-2002, and 2008-2011. SPI, SPEI-P, and SPEI-H detected similar duration and intensity for the historical drought between 1982 and 1989 while SPEI-P showed the highest intensity and duration for the historical droughts between 1992 and 2002 and between 2008 and 2011.Analytic Hierarchy Process (AHP) evaluated that SPEI-P was more robust and sophisticated, SPI and SPEI-P had the same score for tractability while SPEI-H being the least tractable, and SPI had the highest for transparency and extendibility.