At the household level, nonfarm activities are thought to help rural poor households buffer against agricultural risks related to local climate variability by providing them with cash to buy food in the case of harvest shortfalls. Over the recent decades, households in rural Sub-Sahara have been found less dependent on land and subsistence agriculture and an increasing number of households here derive their income from nonfarm activities. This study tests the hypothesis that rural households in Burkina Faso have diversified to the extent that they no longer rely on nonfarm activities as a safety net against adverse local rainfall events. Results show that household decisions to participate in the nonfarm economy could not be directly linked with local rainfall events during the study period in the mid-2000s. However, household participation was determined by adverse rainfall conditions in the major staple food production zone of the country, presumably because these caused a rise in food prices. Results also suggested that Burkinabe households adopted a flexible approach to nonfarm participation in terms of locality and plurality, depending on short-term rainfall conditions.