The agricultural sector in Sub-Saharan Africa (SSA) continues to be confronted with multiple shocks and crises, threatening the endowments of the sector and impeding efforts at attaining the Millennium Development Goals (MDGs) in the region via the sector. We note that shocks to the agricultural sector are precipitated by a system of multiscalar stressors. These include; climate change, natural disasters, volatility of commodity prices, regional conflicts, policy shocks and the effects of globalization. These stressors interact in complex and messy ways to increase the vulnerability and reduce the resilience of agricultural agents to crises. This paper presents a descriptive and distinctive framework on the concepts of vulnerability, resilience, adaptive capacity and risks in agriculture, putting sub-Saharan Africa in context. In addition, the paper identifies four broad domains of opportunities available to farm agents to use risk coping and management strategies to increase their resilience and reduce their vulnerability to shocks and crises. They include; income and asset management strategies, farm production strategies, government programmes and support strategies and technological development strategies. Drawing from the experiences of developed countries and the information obtained from workshops and research works conducted in SSA, we identify policy directions that require urgent attention in reducing the vulnerability and increasing the resilience of SSA agricultural agents.