Future climate changes will affect smallholder farmers in the developing world, posing threats to household food security. Nevertheless, there remains limited comparable evidence across multiple countries and regions regarding the global extent of climate shocks affecting smallholder food security. We examine data from 5,299 household surveys across 15 countries in Latin America, Africa and South Asia to assess the extent of climate shocks and their association with food insecurity, as well as what strategies may help buffer against climate shocks. We find that 71% of households reported experiencing a climate shock in the previous five years. Fifty-four percent reported experiencing food insecurity during one or more months annually. A multilevel statistical model estimated factors correlated with food insecurity as well as factors correlated with food insecurity among households that had experienced a climate shock. Households that reported experiencing a climate shock were 1.73 times more likely to be food insecure. As well, larger and poorer households were associated with higher odds of food insecurity while using pesticides, keeping large livestock, and being more educated are associated with lower odds of food insecurity. Among households that had experienced a climate shock, additional factors are correlated with lower odds of food insecurity when compared to otherwise similar households: use of fertilizers, pesticides, veterinary medicines, large livestock, and household assets. Together, these results demonstrate the extent of existing climate shocks affecting smallholder farmers and how interventions may potentially support adaptation and reduce food insecurity.