Highly conserved LOR structural domains are found in proteins encoded by LURP-ONE-RELATED (LOR) family genes, which is named after LATE UP-REGULATED IN RESPONSE TO HYALOPERONOSPORA PARASITICA 1 (LURP1), the first characterized member in Arabidopsis thaliana. Members of the AtLOR gene family play a role in the biotic stress responses in Arabidopsis. In contrast, functional studies on the role of the LOR gene in plant responses to abiotic stresses (such as drought) remain relatively scarce. Using foxtail millet (Setaria italica), a drought-tolerant C4 model plant, this study systematically investigates the LOR gene family. It provides a foundation for improving crop stress tolerance. In this study, forty-two LOR family members were identified via genome-wide analysis of foxtail millet, and phylogenetic tree analysis revealed that the SiLOR gene family could be divided into seven subgroups, which are distributed across six chromosomes of the genome. Furthermore, RNA-Seq data analysis showed that SiLOR genes exhibited differential expression across roots, stems, leaves, and panicles, with the majority predominantly expressed in roots. Cis-acting element analysis indicated that SiLOR genes may be implicated in multiple biological processes, including hormone response, low-temperature response, and dehydration response. The involvement of foxtail millet LOR gene family members in abiotic stress was strongly supported by RNA-Seq and quantitative real-time PCR (qRT-PCR) results, which confirmed their drought stress-induced expression and demonstrated that SiLOR3, SiLOR11, SiLOR12, SiLOR16, and SiLOR18 were significantly upregulated. Collectively, this study provides vital starting points for further investigation into the functional roles of SiLOR genes in foxtail millet.