A set of 64 genotypes comprising of 48 F1s along with four male sterile lines and 12 pollinators were studied for genetic variability, heritability and genetic advance of grain yield and its nine components in pearl millet at Jamnagar during Kharif-2009. The analysis of variance revealed highly significant differences among the genotypes for all the ten characters studied. The characters, namely, days to 50 per cent flowering, days to maturity, ear head girth, ear head length, ear head weight, fodder yield per plant and grain yield per plant were less affected by environment showing close correspondence between genotypic co-efficient of variation and phenotypic co-efficient of variation. The variability analysis revealed that ear head weight, fodder yield per plant and grain yield per plant had high magnitude of phenotypic range, genotypic co-efficient of variation, phenotypic co-efficient of variation, heritability and genetic advance expressed as percentage of mean thereby suggesting the importance of additive gene action. Hence, these characters can be improved through simple selection process.