The study showed the relationship between the cost of providing additional water on-farm and the movements to secondary livelihood activities to adjust to shock of climate change by farmers. The study undertook a cross-sectional survey of arable crop farmers in Nigeria. The study utilized the multi-stage random sampling to select representative samples. The sampling process involved an initial selection of two (2) agro-ecological zones, the Guinea Savanna and the Southern Rain Forest out of the four (4) broad agro - ecological zones namely: the Northern Sudan Savanna, Guinea Savanna, Derived Savanna and the Southern Rain Forest through the simple random technique. Consequently, two (2) states Osun and Niger were purposively selected from the Guinea Savannah and the Southern Rain Forest, respectively. At the last stage of sampling, two hundred (200) arable crop farmers from each of the 2 states making a total of 400 farmers. The field survey took place between December 2014 and February 2015. Information was collected on farmers’ socio-economic, environmental, cultural and institutional variables. The data were subjected to descriptive analysis. The study revealed that the predominant movements by farmers induced by climate change were to other livelihood activities such as trading, artisanal jobs and farming of other agricultural crops. The common feature about the pattern of the movements is that they are rural-based and have capacity to generate additional incomes to support primary crop production. The study recommended increased investment on wells, boreholes and other infrastructure that can support provision of water by farmers and government at all levels, as well as increased investment on other non-farm income generating activities by farmers.