When exposed to stressful conditions, plants accumulate an array of metabolites, particularly amino acids. Amino acids have traditionally been considered as precursors to and constituents of proteins, and play an important role in plant metabolism and development. A large body of data suggests a positive correlation between proline accumulation and plant stress. Proline, an amino acid, plays a highly beneficial role in plants exposed to various stress conditions. Besides acting as an excellent osmolyte, proline plays three major roles during stress, i.e., as a metal chelator, an antioxidative defense molecule and a signaling molecule. Review of the literature indicates that a stressful environment results in an overproduction of proline in plants which in turn imparts stress tolerance by maintaining cell turgor or osmotic balance; stabilizing membranes thereby preventing electrolyte leakage; and bringing concentrations of reactive oxygen species (ROS) within normal ranges, thus preventing oxidative burst in plants. Reports indicate enhanced stress tolerance when proline is supplied exogenously at low concentrations. However, some reports indicate toxic effects of proline when supplied exogenously at higher concentrations. In this article, we review and discuss the effects of exogenous proline on plants exposed to various abiotic stresses. Numerous examples of successful application of exogenous proline to improve stress tolerance are presented. The roles played by exogenous proline under varying environments have been critically examined and reviewed.