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Pearl millet [Pennisetum glaucum (L.) R. Br.] production in semi-arid areas is primarily limited by poor seedling emergence and poor stands, which result in low yields. The objectives of this study were to measure selection response for seedling root length and coleoptile length, and to compare the effectiveness of greenhouse and laboratory screening procedures for these traits. Divergent phenotypic recurrent selection for seedling root length and coleoptile length was practiced within each of two populations, Tift #2 S1 (TIFT2) and Nebraska Early Dwarf Synthetic (NPM2). The parental and respective selected populations were evaluated in sand in the greenhouse and in paper germination towels in the laboratory. Significant genetic variation was found for seedling root length in the genetically diverse TIFT2 population, but not in the NPM2 population. The TIFT2 subpopulation selected for long seedling root length in sand had significantly longer seedling root length than the subpopulation selected for short seedling root length. Genetic variation for coleoptile length was high in both populations. There were significant responses to selection in the TIFT2 population for seedling root length evaluated in sand and coleoptile length evaluated in germination towels. Selection response for long seedling root length in the TIFT2 population was greater when root length was evaluated in sand than when evaluated in germination towels. Realized heritabilities of TIFT2 subpopulations selected for long and short seedling root length in sand were 0.23 and 0.29, respectively. Realized heritabilities of TIFT2 populations selected for long and short seedling root length in paper germination towels were 0.0 and 0.33, respectively. Sand was a better selection medium than germination towels. Realized heritabilities for long and short coleoptile length were 0.21 and 0.55, respectively, for the TIFT2 population. For the NPM2 population, realized heritabilities for long and short seedling root length were 0.60 and 0.0, respectively, in sand and 0.0 and 0.26, respectively, in germination towels. Realized heritabilities for long and short coleoptile length were 0.0 and 0.90, respectively, for the NPM2 population. Pearl millet coleoptile and seedling root lengths were heritable and further selection gains should be possible.