Sesame is a very ancient oilseed crop. Sesame sensitivity to drought stress at early seedling stage is one of the limiting factors affecting its growth and yield in the world. HD-ZIP transcription factors family is one of the most important families involved in drought stress responses in plants. In this study, total sixty one sesame HD-ZIP (SiHZ) proteins were identified in sesame, based on protein sequence homology with Arabidopsis and protein domain(s) architectures were predicted by Hidden Markov model (HMM). HD-ZIP proteins were then classified into four classes (HD-ZIP Class I-IV) according to the phylogenetic, conserved domain(s) motifs and gene structure analyses in sesame. Based on comparative phylogenetic analysis of sesame with Arabidopsis and maize HD-ZIP protein sequences, HD-ZIP Class I was subdivided into four subgroups α (SiHZ25, SiHZ43, SiHZ9 and SiHZ16), β1 (SiHZ10, SiHZ30, SiHZ32 and SiHZ26), β2 (SiHZ42 and SiHZ45) and (SiHZ17, SiHZ7 and SiHZ35). Twenty-one days old Sesame seedling were exposed to severe drought stress by withholding water for 7 days. Gene expression of 13 members of HD-ZIP Class I was performed in well- watered (control) and water stressed (treatment) seedlings. The results of gene expression analysis showed that, SiHZ7 (6.8 fold) and SiHZ35 (2.6 fold) from subgroup showed significantly high gene expression levels under drought stress in sesame seedlings. Thus, this study provides useful molecular information pinpointing the role SiHD-ZIP Class I in drought stress responses at early seedling stage and to develop sesame novel varieties with improved drought tolerance in sesame.