The difficulty of choosing appropriate selection environments has restricted breeding progress for abiotic stress tolerance in highly variable target environments. Genotype x environment interactions in southern African maize growing environments result from factors related to maximum temperature, season rainfall, season length, within-season drought, subsoil pH and socio-economic factors that result in suboptimal input application. The International Maize and Wheat Improvement Center, CIMMYT, initiated in 1997 a product-oriented breeding program targeted at improving maize for the drought-prone mid-altitudes of southern Africa. Maize varieties were selected in Zimbabwe using simultaneous selection in three types of environments: recommended agronomic management/high rainfall conditions, low N stress and managed drought. Between 2000 and 2002, 41 hybrids from this approach were compared with 42 released and pre-released private seed company hybrids in 36–65 trials across eastern and southern Africa. Average trial yields ranged from less than 1 t ha–1 to above 10 t ha–1. Hybrids from CIMMYT’s stress-breeding program showed a consistent advantage over private company check hybrids at all yield levels. Selection differentials were largest between 2 to 5 t ha–1 and they became less significant at higher yield levels. An Eberhart-Russell stability analysis estimated a 40% yield advantage at the 1-tonne yield level, which decreased to 2.5% at the 10-tonne yield level. We conclude that including selection under carefully managed high-priority abiotic stresses, including drought, in a breeding program and with adequate weighing can significantly increase maize yields in a highly variable stress-prone environment and particularly at lower yield levels.