Drought impact on plants is an increasing concern under the climate change scenario. Cowpea (Vigna unguiculata L. Walp.) is considered as one of the most tolerant legume crops to drought, being the search for the best well-adapted genotypes crucial to face the future challenges. Different approaches have been used for differentiating plant responses to drought stress. Plants of four cowpea genotypes were submitted to three watering regimens (a severe and moderate drought stress, and well-watered control) during 15 days, and several physiological, biochemical and molecular parameters were evaluated. Stressed plants revealed commonly-described drought stress characteristics, but not all assayed parameters were useful for discriminating plants with different drought severities or genotypes. The analyses which have contributed most to genotype discrimination were those related with stomatal function, and biochemical markers such as proline and anthocyanin contents. Antioxidant enzymes activities and related genes expression did not differed among genotypes or upon drought stress treatments, suggesting that scavenging enzymes are not involved in the differential ability of cowpea plants to survive under drought stress. This information will be useful to evaluate and use genetic resources, as well as design strategies for breeding cowpea resistance to drought stress.