Several recently published studies have produced apparently conflicting results of how drought is changing under climate change. The reason is thought to lie in the formulation of the Palmer Drought Severity Index (PDSI) and the data sets used to determine the evapotranspiration component. Here, we make an assessment of the issues with the PDSI in which several other sources of discrepancy emerge, not least how precipitation has changed and is analysed. As well as an improvement in the precipitation data available, accurate attribution of the causes of drought requires accounting for natural variability, especially El Niño/Southern Oscillation effects, owing to the predilection for wetter land during La Niña events. Increased heating from global warming may not cause droughts but it is expected that when droughts occur they are likely to set in quicker and be more intense.