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Sustaining crop productivity and resilience in water-limited environments and under rising temperatures are matters of concern worldwide. We investigated the leaf anatomical traits that underpin our recently identified link between leaf width (LW) and intrinsic water use efficiency (iWUE), as traits of interest in plant breeding. Ten sorghum lines with varying LW were grown under three temperatures to expand the range of variation of both LW and gas exchange rates. Leaf gas exchange, surface morphology and cross-sectional anatomy were measured and analysed using structural equations modelling. Narrower leaves had lower stomatal conductance (gs) and higher iWUE across growth temperatures. They also had smaller intercellular airspaces, stomatal size, percentage of open stomatal aperture relative to maximum, hydraulic pathway, mesophyll thickness, and leaf mass per area. Structural modelling revealed a developmental association among leaf anatomical traits that underpinned gs variation in sorghum. Growing temperature and LW both impacted leaf gas exchange rates, but only LW directly impacted leaf anatomy. Wider leaves may be more productive under well-watered conditions, but consume more water for growth and development, which is detrimental under water stress.