Pearl millet [Pennisetum glaucum (L.) R. Br.] a widely used grain and forage crop, is grown in areas frequented with one or more abiotic stresses, has superior drought and heat tolerance and considered a model crop for stress tolerance studies. Selection of suitable reference genes for quantification of target stress-responsive gene expression through quantitative real-time (qRT)-PCR is important for elucidating the molecular mechanisms of improved stress tolerance. For precise normalization of gene expression data in pearl millet, ten candidate reference genes were examined in various developmental tissues as well as under different individual abiotic stresses and their combinations at 1 h (early) and 24 h (late) of stress using geNorm, NormFinder and RefFinder algorithms. Our results revealed EF-1α and UBC-E2 as the best reference genes across all samples, the specificity of which was confirmed by assessing the relative expression of a PgAP2 like-ERF gene that suggested use of these two reference genes is sufficient for accurate transcript normalization under different stress conditions. To our knowledge this is the first report on validation of reference genes under different individual and multiple abiotic stresses in pearl millet. The study can further facilitate fastidious discovery of stress-tolerance genes in this important stress-tolerant crop.