Africa’s socio-economic progress has been negatively influenced by climate change. The impact has largely been experienced in the agricultural sector mainly by smallholder farmers who have not only experienced food insecurity, but also economic constraints. The smallholder farmers are ignorant of agricultural and weather early warning systems. They rely on congenital techniques to cope with climatic and weather-related shocks. These farmers need to adopt reliable coping strategies like diversification of farm activities. The CGIAR through its Research Program on Climate Change, Agriculture and Food Security (CCAFS) is helping farmers to cope with the negative impacts of climate change. In East Africa CCAFS has rolled out the program in several regions including Nyando. Farmers have benefited from agricultural expertise’ guidance on adoption and diversification of Climate Smart Agricultural (CSA) practices. This study used primary data to analyze the effect of climatic shocks on diversification of CSA in Nyando. Results from zero truncated poison regression show that CSA diversification is positively influenced by drought, pests and diseases. The study recommends government provision of drought warnings and farmer trainings on how to detect pests and diseases at the very early stage to avoid shocks.